Mail app doesn't quit

Does CMD+Q work?
I don't use Mail, but since it is a multi-window application, clicking the RED X only closes windows.

And with "Left Click" do you mean the secondary click, which gives extra options like "HIDE", "QUIT", "OPTIONS" and so on?

 

I have experienced the same issue. Whether I use the pull done menu or by clicking the app in the dock. It sometimes takes 3-4 attempts before it will close. Any suggestions or ideas on what I am doing incorrectly?

 

I've also experienced this twice on my MBA. Not really sure why it happens but unless it keeps happening it doesn't bug me too much.

 

In my experience it sometimes take a long time to quit, if you just leave it for a while it eventually disappears. Not sure why though.

 

The red circle has NEVER worked to quit Mail. I've been using Mail for years, and it always stays open even if you close the last window. In Lion, you might be able to get it to auto-quit after a while, but that doesn't mean that closing the last window quits it.

 

How do you sync your mailboxes? IMAP or POP3?

If you use IMAP, you might want to try and delete the local mailboxes. There could be some sort of corruption going on there. You should also check your sync settings to see how exactly the mail is being synced. I find mail very finicky and it can often hang with almost no reason.