The function has been available for a while, but auto-closing system apps is a relatively recent change.
I can’t find obvious reference or when Apple started changing this, but it seems related to background app killing that is done now as well. I’m still not sure how I feel about it, but historically that wasn’t common for Mac apps.
The ability for an app to keep running without a window was a godsend back in the days when we were all running on hard drives and large apps had splash screens to amuse you during their multi-second launch process. If you were done with a particular document but not done with the application as a whole, you could simply close the window and next time you needed to open a document in that app you wouldn't have to sit through the splash screen again. Unless it was an app with a cross-platform GUI that didn't support this model.
Nowadays, apps closing themselves or being closed by the OS automatically is reasonable in a lot of cases, but Electron apps tend to hit the cases where it still is valuable to operate with the classic NeXT/OS X document-based app paradigm.