This one will never go away it seems. The problem is users who don't know how to Quit correctly.
(you generally hear it from ex-Windows users: "Close an Application". You don't close an application in OS X. You close a Window, and
Quit an Application. These are important distinctions because OS X (and all Mac OS's) don't have a main application window. The long term wisdom of this decision is apparent when you are using a 30" screen.)
Use the Quit command when you want to Quit. i.e. App Menu > Quit; or Command - Q
Use the Close Window (command-W) when you want to close a Window.
Here's how to quit in OS X:
"I want to quit". Use the Quit command. It always works and never fails.
Here's how to close a window in OS X:
Click the red X, or command-W
However, individual developers can help OS X beginners who haven't worked out how to quit correctly. For example,
You are using Calculator. You click the red X. It closes the Window. However, the developer of Calculator realizes that Calculator without a window has little purpose, and therefore helps out by quitting the app.
You are using iTunes. You click the X. The window closes. The developer of iTunes realises the user probably didn't want to continue interacting with iTunes but perhaps wants to continue listening to music, so in additionally the application becomes hidden.
In other words, these apparent 'inconsistencies' are there to people who don't know how to Quit or Hide an app correctly.
It's important to be able to close the last window without quitting the application. Moral: learn the Quit command