I guess that was one of the times when you should have disabled smilies instead of similes eh? 
Yeah, but you’re only closing documents, not windows. In order to keep those programs running, you cannot close the last window. That’s not just a nit-picky distinction; that’s a fundamental difference in the entire way things work between Windows and Mac OS. There’s no way for a Windows program to give you a user interface without the use of a window of some type. The Mac can present a user interface without a window, because the menu bar is always there once the application is activated.
?? Those documents are windows, aren’t they ??
The examples you cited were of MDI applications. The other posters are talking strictly about SDI applications, since Mac OS does not use MDI. The difference being observed is whether, in an SDI application, closing the last window will cause the process to exit. On Windows, the application has to exit; if it didn’t, there would be no way to return to it. On Mac OS, the application can exit if it wants to, but most often it will not. Now if the application’s window cannot be duplicated – e.g., a mail program, as opposed to a web browser – then it will sometimes exit, and sometimes not; programmers are frustratingly inconsistent about this.