There is a different behaviour if you start your arexx scripts by double clicking or by a shell window.
If I open a new shell window and type rx filename.rexx and then quit program by CTRL-C, everything will be fine.
If I start the same arexx script by clicking in Ambient and then quit program by CTRL-C, there will be a crash (the tool I use in the icon is "rx")
Here is a simple arexx script that triggers the problem.

/**/
do while 1
say something
ADDRESS COMMAND 'wait 5'
end

I use MorphOS2.4 @ Macmini