Agree with it being weird but intuitive != commonly known. Just because windows does it a certain way doesn't mean it is intuitive. It's just widely known and assumed. If GNU developed to be the worldwide market leader then we'd all find the CDE drag and drop applet system 'intuitive'
The visual UI element to close does not close. Instead you must click File->Quit or CMD+q.
These are not intuitive and must be learned.