Describe the enhancement:
Currently, when you exit the Elastic Agent it takes several seconds to close the app. The user may be left wondering if its frozen or crashed. It'd be better to print a line to stdout and to the logfile confirming the shutdown is in progress and what needs to happen before the application exits.

For example, it could say:

$ sudo ./elastic-agent run
[sudo] password for jason: 
^C
Shutting down Elastic Agent and sending last events...

In the example above on linux, the ^C indicates that we requested the application to close by pressing Ctrl-C. It should print the same on a graceful kill signal.