If each tab is a 'program' then you can close each program either
clicking the X button on tab either with Ctrl+F4 (standard Windows
shortcut).
Applications/main windows are supposed to be closed by Alt+F4 keyboard
shortcut or by selecting Exit menu item.
Please note that in some cases (i.e. when background pages are
enabled) Chrome and other applications are not actually closed when
main window is closed but are still run in background (Chrome has a
tray icon to show it is still running).
The problem with Ctrl+F4 closing main window is that when one uses
this shortcut then one expects only the current tab (document in other
applications) to be closed not to exit the application.
It is not the user's responsibility to keep track of the number open
tabs and not use Ctrl+F4 when only one tab is open.
I for example many time have a quick look at a page then close it with
Ctrl+F4. It happens that the one I looked at was the only open tab and
I accidentally closed the main window although I didn't wanted too. I
have my reasons why I need a browser running with no site opened,
Chrome is for long not only to display web pages but to perform other
tasks, i.e. check my email and update extension icon if there are new
messages (i.e. I don't want desktop notifications and sounds).
If I want to close main window then I close the main window and not a
tab, these are two very different operations and shouldn't be mixed.
Last tab on Firefox can be closed with Ctrl+F4 or you can close
application with Alt+F4.
It is a configuration setting if last tab closes application or not:
browser.tabs.closeWindowWithLastTab
http://kb.mozillazine.org/About:config_entries
Chrome should have this option built in too.
See browser.tabs.closeButtons too.