The convention on Windows has always been that Alt+F4 or the X button (or the Close action in the Window Menu) will close the currently focused window (this even works for dialog boxes in Win32 apps!). There is also a softer convention that apps exit when their main/last window is closed, but this has never been a strong convention, and Chat apps in particular have been exiting/minimizing to systray when their windows are closed for decades at this point.

However, keeping an active voice session open with no window open is definitely outside the norm - most apps with audio chat that I know have to audio chat strictly tied to a window.

> In Windows it's convention for the top right X to be "Quit Application" and equivalent to alt+f4.

Depends on the app. Some apps, specifically communication, have a convention of: "_" minimizes to taskbar, "X" minimizes to tray. The latter is used constantly because I don't want Discord sitting in my taskbar half the day, but I want to stay online (and sometimes in a voice chat with friends).

On that note, I find this point completely ridiculous given that: (A) Discord notifies you the first time you "X" it that it minimized, and (B) IM apps dating back to MSN Messenger in 2003 would do this.