Applications not in dock, but are running?

Preview, QuickTime Player, Grab, and maybe some other applications do not show up in the dock when all windows are closed but the application is still running. It gets really annoying having to force quit preview every time I open an image off an external drive. The fact that this problem has been there since Mountain Lion, and maybe in Lion as well, on every single mac I've ever had, tells me its not a bug, but an "innovative feature." The problem is, I can't imagine any advantage to it. It justs causes problems. Is this fixable?

Sparon,
it’s running Mavericks, and I didn’t do anything — it has acted that way since I’d installed 10.9.0 (on a fresh SSD), and I currently have 10.9.2 installed.
Where is the red X which you’d used to close an image in Preview? All that I saw were the red-yellow-green “traffic lights” on the left-hand side of the Preview title bar when I’d opened an image in Preview. When I click on the red “traffic light”, or select File → Close Selected Image, the image disappears, and Preview is still running, as I would expect. However, in my experimentation, I found that if I switch to Terminal right after closing the image, Preview  disappears from the Dock, but the ps command (which stands for “process status”) under Terminal shows that Preview is still running — that disappearance from the Dock does seem like a bug, or at minimum unexpected behavior, to me. If I then go to the Applications folder in Finder and double-click on Preview, it becomes visible in the Dock again. Selecting Preview → Quit Preview from there still causes it to quit normally; the ps command shows that it is no longer running. (I tried this with images on both my internal disk and an external disk, and they behaved identically.) Despite the disappearance of Preview from my Dock, I didn’t need to force quit from Preview at any time.

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