Uuuuu yeah... that's a standard feature since... don't know when. Back in the day, when Windows had icons in the top left corner and LNC aired on weekly on Tuesdays, it was 'double click on the program symbol to close the application'.
What's more interesting, is that Chrome is not asking you about saving, etc. Does it ask when you do ALT+F4 or any of the other native close-program methods in Windows? (Don't have one at home, so can't try it out right now)
What I found out while googling: Back in Chrome 2009 it blocked this feature and people complained about lack of standards support. And as a funny aside, now Firefox uses the top left corner for it's Firefox button and also blocks the double-click-to-close
Michael