Right, so it's not a problem with Finder but actually the window manager. Why would you ever want to have a "menubar-only" app? It would be better if the design didn't create the possibility of that happening at all.
If I have some document editor open, and I close all the documents, what should happen?
Should it quit? Well if I wanted to quit, I would have done so.
Should it display some blank pane? Why? To let me know it's still running? The menu bar does that!
I say it should close that last window, and then I can open up another one and keep working.
In other words, I want to have a "menubar-only" app every time I'm done with all the windows I had open, and intend to open more. This happens frequently enough that I'm glad macOS works the way it does.
If you close all the tabs in a browser window, should it close the window or display a new tab page? Or just do nothing but show an empty tab bar and a blank window pane? That seems like the worst possible solution, because it always requires more clicks to do whatever you were intending to do. At least closing the window or opening a new tab will save you some clicks 50% of the time.
If I close all the tabs in a browser window, the window should disappear, yes. If I close all the windows, the browser should stay open, so I can start another window if I want to.
That's the whole point of this user affordance, there's a difference between closing the last window and closing the browser! If I want to close a whole window at once, that's Shift-Cmd-W, Cmd-W closes just one tab, and this works for any tabbed window on any native Mac app.
No amount of Cmd-W will quit the application, and Cmd-Q will always quit the application, maybe prompting and maybe not. They're unrelated commands, especially since most applications will save your windows and that's most often what I want to have happen.
Should whether an application is running or not be a concern to you? Why would you ever want to actually quit an application?
Granted, I understand that in reality the app might be misbehaving, hogging resources and whatnot and that the underlying OS isn't perfect and we should absolutely have control over how our hardware is utilized, but from a UX PoV I think the notion of a running process isn't of interest to me unless I am developing software.
If I close a window, I just want to get it out of my way. I only leave things running as a workaround to the possible slow cold start the program may present.
same reason why I want the parts of my house that I rarely go to to be tidy ?