Normal way to close LW is to use the Command & Q keys = Quit. Else go to File menu & choose Quit. You seem to be thinking like a windows user.
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(Please, the control key on keyboard does NOT = windows Control key. The key that has an apple on it and the
⌘ is the Command/Apple key which = Windows Control key.)
If still not shutting down properly, go to LW's preferences, (Keyboard shortcut =
⌘ , ) Shutdown/system tray & choose close immediately option.