When you win, the victory window is not the first thing that pops up that turn, instead you first get windows like "spend your XP on your leveled up hero" which APPEAR to be frozen at first glance since clicking on stuff doesn't do anything (it doesn't because you won). You have to know to click on the cancel/close button (which is the ONLY button that works) on whatever popups you get until you get the victory window.

The victory window should really take precedence and be the first window to popup on a new turn. This is not a big issue for an experienced player that recognized this issue. But for someone who is winning for the first time it can be quite frustrating to have the game appear to bug out just as they win.