>On Mac, you can have an application open with no windows.

The exception to this is applications which can only display one window, such as System Preferences. Close that one window and the application will also be quit. As a lifetime Apple user dating to before the Mac, it's no issue for me, and I can understand the interface logic in play there, but to common users that logic is not apparent. I've seen plenty of average users who switched to Mac from Windows and they are usually baffled because to them the idea of "Xing out the last window" should always means the application is now quit.