I guess this could be useful for people who run a headless server on a desktop computer.
You can already achieve this now with a little bit of scripting, though. Run the headless server with --headless-server-mode=vps,exit in a loop which can get interrupted by, e.g., presence of a file ~/.megaglest/quit_after_this_game
Then when you want to shutdown, just create this file and the headless server will quit after the currently running or the next started game is over.