How do I fix my mac so that the window I am looking at has the focus?

I am a new mac user and at present beyond comprehension of how people cope with mac if they are not primarily mouse oriented.
Current problem.
I close an app using apple key W
It closes
I am looking at a window of another app. I want to close that too. Apple key W. Nothing. This window does not have the focus. No keyboard actions will make it do anything. And the bar at the top of the screen is still the bar for the app I have just closed, but that does not respond to the keyboard either. At this point, no keyboard action will affect either app.
As a one time developer I have to say that in any context I am familiar with this would be considered a major show stopping bug, and the programmer would get into a lot of trouble if the software went out in this condition.
Certainly, for a user who lives by the keyboard coming from linux / windows, both of which do what I consider sane and sensible things in all places and at all times, this is a major *** situation!
Please can someone tell me how to get my mac to behave more 'sensibly'.
I want the window I am looking at, the only window visible on the screen, to have the focus. Always. No matter what! Which I think is entirely reasonable.

Thank you for all your points.
It can't automatically be the one you want without some instruction from you - the cmputer is not a mind reader, can not seenwhat holds your attention.
Darn!
In Windows and Linux it is automatically the last one in use before you closed the window(s) that have been closed. This is the window naturally lying topmost in the stack of windows on the screen. It is this window which is exposed in the circumstance I am describing. And it is this window which I expect to have the focus in this circumstance.
More to the point, and has been mentioned several times - unlike Windows, when you close the last window of a Mac app, the program is not quit (usually - there are exceptions). The program is still running, as is indicated by the 'running light' on the Dock (the small bluish oval underneath the app's icon in the Dock), even though it has no windows open.
It is not running with an invisible window being the focus - it has no windows at this point, not even an invisible one.
Yes, understood - naturally enough after a few hours exposure to the mac interface. And I would assume that none of the quitted windows in that app will have the focus, which would be nonsensical.
The overall 'focus' is still on that program, because it is still running (you closed its windows, but did not quit the program) and will remain so until you instruct the Mac to switch to a different program in the stack (or queue, or rotation, however you choose to consider it).
Yes. WHY?
Whether program closes when you close the last window is an interesting point. Mac do it different to the others. OK. But this program should not have the focus, unless there is something useful you can do with it. I would have thought obviously.
Why have a program quit when you close its last window? Doesn't make sense to me - can't tell you how many times that behavior with a PC has irked me. Consider this scenario - you're writing a memo to someone in TextEdit. You print the memo off. You're done with that doc, but then want to write a letter to someone. So you close the window for that file, which happens to be the last window open for TextEdit. If TextEdit should quit at that point, you'd need to restart it again before you can write the letter. But - it doesn't quit; it's still running. So instead of restarting it, all you need do after closing the memo's window is press Command-N for a new, blank doc in which you can write the letter.
I agree. This is very useful - once you are used to it. Certainly, this is an excellent option, though it seems crazy that it is not a readily settable option. Equally though, if I was going from mac to windows or linux, I would be totally peeved if this behaviour was not a settable option.
Regardless, this is the way it is in the Mac world, and has always been as far back as I can remember it (and I go back to OS 1 on a MacPlus). As far as 'industry standards' go, there are many who feel that Macs set the GUI standards a long time ago, and that those wo have imitated it have not done a good job of their implementations.
I totally take your point. And I am ready and willing to learn a new interface, naturally, though I had no idea the journey would be so extensive. [] "More ruddy stairs" says the elderly ghost of the recently deceased David Emery grumpy old git character, who hobbles along with a cane, confronted with a loooong flight of stairs up to heaven []
- elsewise I'm going to cause myself an inordinate amount of frustration when my impossible-to-meet expectations aren't met.
Of course I have impossible-to-meet expectations, I got a mac, the doyen of computers. I thought a faint mysterious hint of a sound might be present in the faint whirr of the fans at start up, like far off angelic choirs, and that everything would be easy and wonderful, as well as beautifully easy on the eye.
But I still think that the focus shoud go somewhere useful. And if it stays with the app running with no windows, then at the very least it should be one keyboard shortcut to open a window for that app, or reopen the last window of that app. Or, gasp, it should go to the last window in use before the windows of the app that just got closed, the one on top of the stack, the one straight in front of you, currently impervious to any and all keyboard strokes. And, given the price and sophisication of macs, and the significant gap between the GUI standards of the major players, however long they have respectively been in business, I think it is the kind of thing which should be settable. Indeed, confident that this was settable or 'fixable', I embarked on this thread in the first place.
EOL

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