If you use any of the Metro Apps, they open full screen, and when you're done, like on a tablet, they expect you to hit the Menu button. This takes you back to the menu, but leaves the app running in the background. If you're running a program from the desktop, you can close it from its menu, or if nothing else, the standard X in the corner. But the Metro apps don't have much in the way of menus, and none of them have a way to close them when you're done.

When I'm working, I may have 15 windows open, but it's my choice. Generally, when I'm done with a program, I want to close it so my computer resources can be focused on applications I'm actually using, rather than unnecessary items just taking up memory.

Of course, Alt+F4 will close any Windows program, which ever one has focus at the time. It can even be used to shut down the computer if no program is running, or the desktop, has focus. As far as I can remember, it has been there since Windows 3.1. Maybe sooner, but that's the first version I ever used.