Or at least minimize it to a tray Icon. But I would say close it. Maybe this is more of an opinion, but I've only used 2 programs that are this bad. Skype and Spotify. And Skype is a really bad program. So I don't know why in Spotify, the Close and Minimize button do the same exact thing. I would like a quick way to close the program and stop the musik. This is mainly a problem for me on Windows 7 and I believe linux is very similar.
Please bear in mind that the Community is not an official Spotify support service. It's a place where we all help each other, whether we work for Spotify or not. So please use your discretion when using the forum.