I don’t mean to debate the merits, but I would point out that on Windows 10 whether an application exits or not when all windows have been closed is a choice made by the programmers of that program. There are many programs that continue to run after their windows are closed.
Cubase will indeed close when you hit the the close box in the upper right of the so-called menu bar- but that UI element is, programmatically speaking, actually a window. So when that is the only open window, it does indeed exit the program.
Using the command File>Quit closes the application without regard to windows being open.