You are supposed to keep ALT down when you press space.

It could have been expensive for Microsoft to license single click window closing on a per copy basis and it could have set an expensive precedent. So, they devised numerous methods of closing a window without infringing on the patent. One method was to open a menu on the top left corner of a window, and with or without a second click, selecting the window close item. Another method selects the same menu item by using keyboard sequences. However, no method allowed you to close a window by using a single mouse click.

After the patent expired, the keyboard sequences were retained for power users who were already familiar with the sequences. However, the prominance of the menu has declined.

> it doesn't work on Firefox

I'm not surprised. Firefox on Windows implements its own menu primitives. Many other applications have different versions of the same libraries statically compiled. Obviously, the Firefox implementation doesn't implement a legacy window.