Close or quit?

Something that has always intrigued† me about the MacOS user interface is the standard window closing behaviour. I assume it arises from a more rigid distinction between ‘application’ and ‘document’ than exists in Microsoft Windows, but to demonstrate it, try this:

1. Open Safari.
2. Close Safari's window using the red close button.
3. Observe that Safari the application is still running—it just happens not to have any windows open at the moment.

Then, compare it with this (if you can):

1. Open Microsoft Internet Explorer under some flavour of Windows.
2. Close Internet Explorer's window using the close button.
3. Observe that Internet Explorer has terminated.

Initially, I found the difference confronting, but probably only because I wasn't used to it. (I also think it's probably a little counterintuitive. Try explaining to a novice that Pages is still running even though they've saved and closed all their documents.) Of course, sometimes the MacOS behaviour is exactly the behaviour you want, and, after all, if you mean quit, hit Command-Q. Anyway, all of this is by way of introduction to something I just observed. I found an application that doesn't work the MacOS way, in that it quits when you close its window. Which application? Why, Microsoft Windows Media Player, of course.

† And, to be honest, by "intrigued" I mean "irritated".

OS X