So, it seems to be, that i be the only windows guy here.
This issue is there since Sep 2013 (BUG #1592) , but no one (exl. Paul Stoffregen) is hearing me or reading the original description.
So, i give this another (my last) try.
Closing IDE Window with mouse click on x or with Alt+F4 won't save last edited file and window position.
CTRL-Q is working, but for me unusual.
last tested version 1.6.6