This behaviour depends totally on the app. And I agree with Quisquose, it’s a totally sensible thing to close all tabs through the process of working, and then open more. To close the app, you can use Cmd-Q like every other app, or to close the vault, consider remapping “Close Window” to a hotkey in MacOS:
I thought this FR existed, but it was just a help thread. Here is some previous discussion.