- MDI applications, for example old Photoshop and old Excel, can have multiple child windows inside of a single window. If you close the main window with the X button then everything closes.
- If you start multiple instances of an application you'll see multiple instances in the taskbar. On MacOS this is not really the intended way, you are supposed to have multiple windows. Afaik you can only launch multiple instances from the command line.
On Windows there are apps that minimize to tray instead of closing. I'd say that this is a similar problem but its a bit better than Slack on MacOS that just minimizes to Dock when you click the X button.