When I switched to ZSH, and letting BASH behind, I missed some behaviour : one of them was the ability to quit my terminal while some jobs are still alive.
In ZSH, I get a message like this if I exist with running jobs :
zsh you have running jobs
If I exit again, my jobs are killed. But zsh accept some useful option to overide this :
setopt NO_HUP setopt NO_CHECK_JOBS
First one is for not killing process after terminal exit, and second one is for not warning you about it.