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>The windows can all be closed and the menu is still there.

I'm a few macOS versions behind what's current, so it's possible things have changed, but historically in OS X/macOS your description applied to apps that could have multiple windows. Any app that could only have one window—for example, System Preferences—would quit when the one window was closed.

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Any App with a menu generally works as I described. And that hails back to the System 7 days, and also NextStep was the same from what I remember (though I mostly used OpenStep.)

System Preferences (especially the iOS-ified version) breaks a lot of rules. The "classic" version is really similar to the System Prefs in Next/OpenStep. The classic version was a single document interface, and it used a back arrow to go back a level. The new one has more persistence IIRC with the list down one side.