Like on the iPhone and iPad, Windows 8 keeps apps open in memory once they are launched.
Way back when using the Alt-F4 combination to close apps in Windows was the norm and it is still the case for most apps today, but apparently not all apps allow for this. However, the ones I have wanted to close have all worked so far.
References: I did like this article on other methods of closing apps http://www.geek.com/chips/geek-101-how-to-close-apps-in-windows-8-1529280/