We have tended to be a little bit lax in our investigations of error messages at shutdown. There are a few known issues where Panda doesn’t quite clean up all buffers and graphics objects in the right order, and therefore generates a few (harmless) GL error messages on the way out.
We should be more aggressive about tracking these down and cleaning them up, but so far it hasn’t been high on our priority list. My apologies. As always, patches are welcome. 
David