The red "close window" button with the default Mail.app closes the window but leaves Mail.app running. Clicking the Mail.app icon again, opens the window again. With the Proton app, clicking the red "close window" title bar button closes the window permanently leaving the Proton app in a useless state. The main window can't be opened again with any of the "show windows" menu items - the app has to be completely exited and restarted to get the main window back.