I think users probably don't complain because in the end it's not really that big a deal.
However, in terms of following OS X conventions, Calibre isn't acknowledging them. I just disabled the system tray to see the behavior, and now when I click the red x that kills Calibre completely. Standard OS X convention would be to go to close the window and remain running in some sort of background mode in the dock. Some apps will spawn a new window when clicking on the dock, others will just bring the application menu to the title bar, where there is typically a new window item tied to the Command-N shortcut.
Personally I don't care that much, just pointing it out - I realize with a cross platform apps following specific OS conventions can be a bit of a pain. I'll probably leave the system tray enabled, hasn't caused me any trouble yet and it does cause Calibre to behave a little closer to the standard convention.
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