Too bad, that popular Windows applications like Skype and Spotify have gone against this and made "X to minimize". And their making of Alt+F4 also to minimize drives me nuts.
That was one of the old differences between Windows and OS X behavior (or app-centric vs window-centric).
If you're reffering to Windows, then X usually closed the app too.
I think his point is the X closes the window, and many, but not all, Windows applications also choose to quit when their (last) window is closed.
There's frequently a setting to configure if it truly closes or not, but it's not usually there for more mass-market targeted apps (death by settings and configuration options to support being the likely cause).
It does mess with everybody's expectations of closing the last window freeing space on the taskbar though.