The EOF character on OpenVMS is hard coded to be a Control-Z, which is also common to other non-UNIX platforms. On UNIX platforms the EOF file is actually configurable and while I assume that it is usually left alone, can not be guaranteed to be a Control-D. There are a few possible ways of implementing this type of change. One way would be to make the prompt message configured from smb.conf or equivalent. Another way would be to have a database of implementation specific messages for the client, that way the prompt could be in the user's native language. This is assuming that there are other messages besides this prompt. And yet another way is to make a call to the lookup the current value in the terminfo database. Of course this only helps a little bit in the OpenVMS case as OpenVMS does not currently implement that API, so it would have to be replaced with a wrapper routine.
If it's still broken in 3.5, please reopen. 3.0 isn't supported anymore.