It seems that you're using an outdated browser. Some things may not work as they should (or don't work at all).
We suggest you upgrade newer and better browser like: Chrome, Firefox, Internet Explorer or Opera

I'd like an option to close/terminate the program when clicking the X in the upper right corner. Instead of having it go to the system tray.
Very much agreed.
Upper right, X in box, has always been Windows close program.
Programs that don't follow the proper expected OS standard behaviour, is actually a fineable offence, due to case law precedents set when Microsoft had their Windows 10 ads download the pre-install of Windows 10 on users systems when users clicked the X in the upper right of the ad, to terminate the ad program.
An option, definitely. Steam and most other launchers do the same thing.