Curiouser and Curiouser . . .
I do not get the same behavior when I use MS-Word 2010 as I do with Notepad. Whether the file is a brand new creation or an existing file being edited, if I red X out, get the save dialog, and save [giving a file name if brand new], it closes.
If I have done a previous save with Notepad while working with the file, it closes. If a previously existing file is opened with Notepad, changes made, red X-ed out, with Save it closes.
The only instance where Notepad is not closing when red X-ing out where a save is part of it is when that file is brand new and the Save creates the first permanent instance of said file. If the file pre-exists in any way, including a prior save within the session that created it from scratch, it closes.
Brian AKA Bri the Tech Guy (website in my user profile) - Windows 10 Home, 64-Bit, Version 1809, Build 17763
Travel is fatal to prejudice, bigotry, and narrow-mindedness, and many of our people need it sorely on these accounts. Broad, wholesome, charitable views of men and things cannot be acquired by vegetating in one little corner of the earth all one's lifetime.
~ Mark Twain