The story of the Wing Commander I message is a little overblown... it was indeed something that happened during development but the crash was fixed before the game shipped. (People go crazy for the story, though, so... print the legend!)
The quit messages were a fairly common thing at the time where games would have a little goodbye message before dropping you to the DOS prompt. Earlier ones were typically just thank yous but by the time of Wing Commander III they were often cute taunts on the order of "you'll be back!", which is exactly what the WC3 message means (while you're sleeping--ie, you've quit the game--the Kilrathi will be waiting for you to come back).
Wing Commander IV, on the other hand, got an in-joke from the team that I don't think anyone has actually explained...