That is a Windows function that has existed since Windows 3.11 I believe (double-click on the program icon closes the program). Try it on Calc or Notepad or any other Windows app.
Now, having said that, why did Autodesk decide to take over this Windows button instead of making their own? Who knows.
This has been a problem since the Application Menu was introduced. *** COMPLICATING *** this is that the Application Menu also contains the list of recent files. And we all know what happens to the list of recent files. It ends up containing links to files and folders that no longer exist (because they were deleted or the drive was removable, etc.)..
So what happens when you click the big button....? A delay while AutoCAD asks the O/S to go resolve these links. Then what do we do? Our brain thinks we missed the click - so we click again... and voila, those two clicks are stored up in memory until they are executed in succession and boom - close the App....
If DBMOD = 0 on all open docs, it will close as you say. But if DBMOD/= 0 on any document, it will prompt you to save.
It will do no good to gripe about it here I'm afraid. The product managers are not trolling the forums looking for things to fix. Go to the Product Feedback page and let them know there. I know for a FACT those emails are read.
There is also a free app here, to clean the recent docs list.