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This is not a macOS issue, it’s an app developer issue. If the app developer likes the behavior that the app still runs after closing the last app window, this is how the app will act. Some newer Apple apps close the application when the window is closed.

So then why is it so common on MacOS?

because that’s how it used to be on older versions of OSX and older Macs. There’s a lot of inertia because launching a program to read files off a disk and load them into memory was more costly timewise in those days so e.g. having Photoshop open and loaded even if you didn’t have a picture open you didn’t want to have to wait for the program to open unless you really were done with photo editing.

This is the appropriate behavior if and only if the app has only one “main” window (e.g., System Preferences).

Oh... :/ I guess when I read that I interpreted it as being directed towards people switching from macOS to Gnome. I haven't booted into a system running Gnome in a while...

If I remember correctly, in old UNIX desktop environments apps still ran after closing the last app window.