That was one of the old differences between Windows and OS X behavior (or app-centric vs window-centric).
If you're reffering to Windows, then X usually closed the app too.
I think his point is the X closes the window, and many, but not all, Windows applications also choose to quit when their (last) window is closed.
I think his point is the X closes the window, and many, but not all, Windows applications also choose to quit when their (last) window is closed.