##`X` has never meant exit, but there's a reason for the confusion##
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`X` has historically been overloaded to mean two different things:

1. `Delete` an item. For example:

     ![enter image description here][1]

1. `Close` or `Dismiss` a window.  **This is not the same as exiting an app**  but historically, hitting the `X` button almost always resulted in an application exiting, so that is why users sometime confuse the two:
  * Historically, single-threaded operating systems and modally-oriented applications didn't have active background processes like Skype does, so when an application window was dismissed (not minimized with `-`), the logical thing to do was to exit the application.
 * This is why the confusion has arisen over time (aka it's correlation not causation).
 * Here are a few examples illustrating that even historically, `X` never meant `Exit`:
     * Historical versions of Microsoft Windows sometimes had `X` icons on dialog boxes to dismiss them.
     * Both historically and today, `X` is used for in-frame documents (e.g. in Microsoft Word) to close a document window but not to `Exit` an application.

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##Today, `X` means the same thing##

When correctly used, the `X` meaning should still mean `Close` or `Dismiss`.  For some applications, it makes sense for to exit the application when the window is closed/dismissed.  For others (e.g. Skype, anti-virus firewall), it makes sense for the application to keep running in the background when the window is dismissed.  So nowadays, `Close` does not always lead to an exit, but the `X` idiom is still the same.

  [1]: https://i.sstatic.net/nZkXf.png