Define "... not intuitive..."
As a user of Windows PCs since the mid-90's, this is entirely intuitive for me. I, and thousands of people like me, intuitively close windows using the top-left-corner double-click without thinking about it.
Why? Because that's how we've done it for decades.
A more interesting question would be
"When was this behaviour established?"
and, more to the point,
"Why is this behaviour no longer intuitive for new users?"
The former is answered well by @PatomaS and the latter is simply this: In most cases, the current Windows window style no longer shows a visual cue for this useful feature, as highlighted below by three examples (showing from the top - Microsoft Internet Explorer, Google Chrome and Windows Explorer). Only the bottom example (Windows Explorer) has an icon in this area.
Incidentally, Universal Windows Platform applications (such as Edge) do not have this feature. Over time, through use of these apps, my behaviour will become more and more negatively reinforced until there comes a day when I no longer go to double-click the top left-hand corner of the window to close it.
... I will probably never know when the last time I go to do this is...