I love this about macos. Its consistent: eg, you close documents with cmd+w one by one, until they're all gone. Then you press cmd+n to create a new document. This is consistent and logical. On other OS, cmd/ctrl+w does something different if you're closing the last document.

Another example of the inconsistency it causes is in browsers when you close the last tab and it asks you "closing the browser will cancel the in-progress download, are you sure?" and so you have to keep an arbitrary tab/document open to keep background downloads going.

Also in a practical sense it is useful for slow-starting applications to be running and ready to load a document without needing to keep open a blank document.

The equivalent behaviour on other systems is achieved by MDI applications which are much less elegant IMO. Or for apps that have to keep running but don't have a specific window to show, they implement something similar to mac anyway where the application appears in the system tray.