@grand_national to exit Atari 800 standalone emulator you have to use the keyboard (F9). F1 enters the configuration. Only retroarch emulators and a couple of standalone emulators like amiberry and mupen64 support exiting with the select+start combination. But the standalone Atari 800 emulator is a lot more functional than the libretro core.
Please do not post a support request without first reading and following the advice in https://retropie.org.uk/forum/topic/3/read-this-first