Except that this problem only existed on OS X to begin with - Linux and Windows never seemed to have it. Seems they manage to ensure that closing the last Window closes an app. The Lion way seems worse than the non-Apple way to me.
If the argument is really "today's computers have enough resources", then apps should maybe never close, not do a Heisenclose in the background.
Since most apps don't implement "close when the last window closes" Apple is simply trying to do some smart checking for the sake of these users.