If you click on the "x" on a open tab, it will most likely close it. If you click on the "x" on your browser, it will close the browser, maybe will it alert you that you're going to close many things.
Open Microsoft Excel or Microsoft Word, Notepad, your Windows file explorer, same thing.
Those are probably the most used app in the world, so people will assume that it is what the "x" button does.