@eb2016 not all of them and because the ones which have that feature are libretro cores, but reicast isn't.
Indeed 95% of systems are emulated with retroarch which has the combo hotkey+keys sortcuts feature.
Other systems are emulated by standalone emulator which in most of the cases don't have this feature.
In the best case we can map a gamepad button to exit, but often we can't and the only way to do it using a keyboard...
Si that needs to patch, rewrite the source code of each emulator (if possible) to manage the hotkey feature.
That requires, programming skills, time, tests and time.