Currently, typing 'exit' in the interactive shell produces 
the message, "Use File/Exit or your end-of-file key to 
quit IDLE".

It would be nice if it actually quit instead of telling you 
another way to do it.

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Currently, typing 'exit' in the Python interactive shell
produces

Python 2.4a0 (#64, Jan 22 2004, 00:54:11) 
[GCC 2.95.3 20010125 (prerelease, propolice)] on openbsd3
Type "help", "copyright", "credits" or "license" for more information.
>>> exit
'Use Ctrl-D (i.e. EOF) to exit.'
>>> 

It would be nice...etc.

I don't know why Guido chose to do this.  IDLE's shell
tries to mimic the Python shell.

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In those days, we didn't have color monitors, mouse pads, or
expect that our code would still be running when our hair
turned gray.

I'm bumping this one back up to five because improving the
user experience ought to be a priority for us.

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We have three ways to leave IDLE: File/Exit, the accelerator
key associated with that, and ctrl-D/-Z.  Typing "quit" or "exit" at
the shell prompt gives the user a hint on how to leave the
shell the Pythonic way, and that's different on various platforms.

I'm -1 on this since IMO the IDLE shell should educate users
on how to use command line Python.

GvR has the decision.  

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You have two choices. (1) typing exit or quit raises a
NameError exception. (2) typing exit ot quit prints the
error message that it currently prints. Pick the one that is
least confusing. Having exit or quit actually cause IDLE to
exit is not an option.