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X never exited Steam. It only closes the window.
Right click the Steam icon in your taskbar and select Exit Steam.
Or click on Steam in the top left corner and select Exit Steam.
Ubisoft Connect is the only launcher I have seen such an option on. There currently is not such option on Steam.
Epic Games Launcher additionally has the option.
Yes. Plenty of programs hide themselves in system tray when you press close. That's the seedy part.
I cannot think of another example of a program that I haven't been able to easily find a toggle to make the close button close. But others have noticed examples.
There is a minimize button already to minimize, Yes, it's a very nuanced difference to minimize to task bar than system tray. When close minimizes to system tray, it's effectively minimizing but hiding itself.
It's just that with programs that only have the one active window without further background processes, that it closes the program. Programs with running services (anti-virus, chat programs, online launchers, etc) keep running in the background, as that's the purpose of them.
People see the former the most, so somehow people think that's how the functionality of pressing X is. It isn't.
Anyways; nevermind I guess.
Right click > Exit Steam. Clearly the basic function exists as-intended like many programs to be able to close the main window not the program, and the ability to properly exit. Thus, there is no problem nor lack or such a basic function.
Please; no need to expand; I'm off...
Minimizing to system tray when you press close is seedy because it does the same thing as minimize, but instead of seeing in the taskbar that it is open, it disappears from view. For system programs, like hardware and security apps it makes sense to disappear, because you run them all the time. I understand that some people want to run a game launcher all the time, so it's a fine option to have it minimize to system tray if that's what you want it always running. I've got a web browser running more than any game launcher, but it doesn't minimize to system tray. Heck, all the hardware and security programs I've used, which have more business minimizing to system tray, have to option to "close" when you close, and "minimize" when you minimize. Many of them even have the option to minimize to taskbar and/or system tray as YOU CHOOSE.
It is not difficult to close Steam from the system tray. Or to right click and close it from the task bar. But it takes over twice the time (double the clicks, plus finding and moving to the option) to close it this way than to press X. Is it a big deal? No. But neither would watching a 10 second ad every time you open or close Steam be a big deal. It'd be a matter of seconds. Someone of course is going to want to say "Steam doesn't do ads, it's not the same", I'm saying it's the same argument to say "it doesnt' take that long". It doesnt' take that long. It's effectively nagware because programs want to be running all the time. So this is an unnecessary UI barrier to getting done what you want to do. Thus, it is seedy.
So I mentioned before that Epic also lets you close it.
I just set up GoG Galaxy, and it also "close" close the launcher. It even goes so far as to let you toggle what happens for both close and minimize buttons between system tray, task bar, and actually closing.
It absolutely used to have an option to allow you to close the program with hitting the X, they removed the option