I am about to go for a little rant but I simply just don't get the point behind this, what the reason of keeping app running while no windows are open, it creates mess in dock by having multiple apps open, cmd + tab shows unnecesarry apps, not to add even this closing itself is often times inconsistent since some developers do decide to close app when last window is open while others dont, even native apps are inconsistent with this.
I just dont see any clear advantage in this, coming from windows and been using mac for years, this is the one thing I still don't understand, like I might be missing perspective but it simply doesn't make sense to me.