This is most likely a website keeping the same data in HTML5 web storage, flash cookies or other, and when noticing one of them has been removed, repopulating them. These are also sometimes called super, zombie or persistent cookies.
https://bugs.chromium.org/p/chromium/issues/detail?id=750452...
I don't know why anyone feel anything more than indifference about it; I find it annoying.
I used to use a tool (I think it was called RedQuits) that implemented the windows closed -> app quit behaviour.