Hey, I myself have made the switch to the Mac OS. Not totally, but somewhat. And this red (X) button phenomenon really peeves me off.
Firstly, it has nothing to do with me being used to Windows; it's because of the simple fact that there is already a button that "minimizes" the application to the dock. It's the yellow one. Why on earth would you duplicate that functionality? This probably confuses EVERYONE who uses the OS, and not just Windows switchers.
I'm a programmer and I find bad design principles all over Windows, and I wrongfully assumed the Mac's primary focus was good intuitive design.
Don't be an apologist for BAD designs. The red X should QUIT an application (if it's the last window for that application).
To be fair, some Windows applications didn't quit either if you pressed the X button, however, instead of just "minimizing" to the task bar, it went into the System Tray. (At least there was reason for that X button to exist).. But, don't get me started on Windows...ugh).