messages doesnt run in background

Hello

The messages app (which in itself is working fine and linked to my number and email accounts) seems to close when i hit red and not just disappear from the desktop. (The program completely shuts instead of staying running)

I have to minimise it.

Obviously I'd like it to work like mail and I am confused if it's normal or a bug/setting.

File/close window shuts the whole program too.

sometimes the active program light goes out and it still works, that normal?