MacWrite, being a marvel of tight engineering, manages to handle documents of a whopping two to three pages in the 40 kB or so of RAM available to it. So, if you want to write a huge document of say four pages, you have to split it into smaller parts.
If MacWrite quit when you closed its only window, moving from part 1 to part 2 of your document would take over a minute. That is why document-based Mac applications do not quit when you close the last document.
Back in 2011, many people will expect that command-W, command-N will close the current document, then create a blank new one. If Mac OS X Lion quit applications as soon as the user closed the last window, that would no longer work. That, I guess, is the reason that the OS waits for a while before doing that.
Is that a good idea? I think quitting apps is a good idea, as long as the OS manages to completely hide it from the user. Apparently, the current behavior isn't good enough, as it annoys some people a lot. On the other hand, it may just be a matter of getting used to the change.
But it's clear from Lion that Apple doesn't really care what you're used to. We've had scrolling mice for about as long as we've had OS X, yet they chose to reverse it's function in Lion because, after entering the age of touch-screen devices, they realized the old model was wrong.
I just think it's a little odd for them to implement a half-way solution like this.
I do look forward to a better solution, though. The days of the "Quit" menu item are numbered. Longer term, I think we should get rid of File-Open, too, bring back Lisa-like Stationary documents, and remove File-New.
Launching small apps like TextEdit didn't really become "effortless" until the Intel era, which really didn't start that long ago.
Here's a very specific use case that comes up all the time (for me, but I think it's more general too) where this model is superior: I have a folder-ful of files that I need to go through one-by-one. In my case it's usually assignments my students have handed in. What I want to do is open the first one, then Cmd-W Cmd-O and look at the next one, and so on. What I have to do if I'm unlucky enough to be on a windows machine is open the first one, look at it, open the second, click or Ctrl-Tab to the first, close it, and then look at the second. This is excruciating. Alternatively, I could keep one dummy file (or perhaps just the first one) open while I sequence through the rest. This is also annoying.
This is roughly the same reason (or one of them, anyway) that I also like the screen-wide menubar: at least some actions are relevant to the program, not to the document, and there's no reason that I should need a document open to execute those actions.
You could have a 2nd app like a spreadsheet for "scoring"... in fact this is what I did when I'm reviewed resumes for new hires.
But for single-document applications, what I do (on Windows, running Cygwin), is roughly this:
for f in *.your-file-ext; do cygstart --wait "$f"; done
That'll iterate through each of the files in sequence, opening them up in the application registered for that file type, and wait until the application is closed for each file.
If some action is required, I might stick a 'read' in to that ad-hoc script.
(Disclaimer: I contributed the --wait flag to cygstart for just this kind of task.)
What I really wonder, though, is why leave it running at all if you're just going to kill it later? Seems to me they should have just changed the model to quit the application when the last window is closed, unless the application tells the OS not to.