It makes zero sense from a UX perspective to not terminate (most) processes when the last window closes. Exceptions do exist, but for example if I close all my word processor windows then the process does no good continuing to run. I think you make a fair point that Mac users are used to this behavior and so it should probably remain consistent. But if you were to redesign the OS from the ground up, it's horrible behavior that should in no way be the default.
You might close all windows, but still have a background task running. That's nicely represented by the app remaining on, which can ask about interrupting the background task if you try to close it. It removes the need for most systray usage.
