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 1803, Build 17134
. . . the presumption of innocence, while essential in the legal realm, does not mean the elimination of common sense outside it. The willing suspension of disbelief has its limits, or should.
~ Ruth Marcus, November 10, 2017, in Washington Post article, Bannon is right: It’s no coincidence The Post broke the Moore story