Dear Eric,
While we are waiting to see opinions of other users, I would like to answer the questions you asked:
Q: Shouldn't this close button come with a confirmation window? if you close the text unintentionally, you may have to remember parameters to open it back into the same state.
A: As I understand, If you close the text frame and open the same text afterwards, nothing will be lost. If this is right, then we don't need a confirmation window. Taking into account other products (MS Office, web browsers, etc), the standard behavior is to ask for confirmation only if you can lost some changes or if you are attempting to close more than one file/page with a single click.
Q: I am OK if this is standard behaviour on closing a confirmation window by clicking on the close button.
A: The standard behavior is: closing a confirmation window by clicking on the close button means "Cancel". In the particular case the operation is "Quit Unitex", and click on the close button on the confirmation window should mead "cancel the quit operation". Currently, if I close the confirmation window, Unitex will quit, and this is definitely not what I expect. Also, I have a habit to just close a confirmation window when I don't want to quit, since I'm lazy to read the question carefully to figure out should I click "yes" or "no".
Regards,