Why don't some programs quit after closing the last window?

Some programs, like quicktime and preview, do not quit when you close the last window.
eg. open a pdf from a website, view it in Preview and close the window. Preview remains open for no reason.
Im sure this is supposed to be some sort of time saver but it isn't because it consumes unnecessary resources and it requires two steps to quit.
I miss my Window days when the little X quickly killed the app and you could move on to the next task.
So how can I change this setting?

I'm not suggesting it's wrong in a technical sense, but that it's wrong from a user point of view. It's probably only become as issue, when I think about it, since the development of an effective sleep mode and very stable system so that I never turn my computer off anymore. That plus the dock which unhelpfully (again in my personal opinion) shows an icon for every open program. While use of computer resources may not be an issue, the use of my wetware resources having my eye caught by strings of unfamiliar program icons in dock, which niggles at me until I perform housekeeping and close all the programs that shouldn't be open, is an issue (for me).
Enough, already. I only raised the point to say that it is not only ex-windows users who don't agree with this behaviour.

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