I've seen this ever since Safari 8 on OS X 10.9.5, OS X 10.10.x all versions with Safari 8 and sadly in Safari 9 on all El Capitan betas to date, too. The Safari memory leak in my case is severe and Safari has to be completely quit & restarted often. It only seems to happen if you tend to have a few windows open a lot, which you "reuse"; but overall, Safari just grows and grows (by many GB).
Suggestions about "putting in more memory" are absurd. I've a 16GB Macbook Pro laptop which is the maximum configuration of soldered-on ("pro" my rear-end!) memory which Apple provide. It simply isn't possible to add more. Memory pressure and slowdown tend to get critical when Safari exceeds 10GB. I did once persist to the point where it was using over 13GB. When restarted with all tabs manually revisited to ensure all pages are loaded, it'll go back to about 2.5Gb. A leak of that size is utterly indefensible.
This is a stark change in behaviour from Safari 7, which behaved basically fine in this regard - yet there are surprisingly few reports of it online. It isn't a subtle problem and Safari 8 has been around for ages. Others would have noticed, yet few report it.
I see it on my 10.9.5 machine, 10.10 home laptop, 10.11 test laptop and even, more recently, a 10.10 laptop at work. My conclusion is that this must be Safari screwing up when particular bookmark, cookie, cache and/or other data is present and this data must be part of the stuff it shares over iCloud - otherwise I would not have expected my independently clean-installed-by-IT-vendor work laptop to exhibit exactly the same behaviour.
Bottom line is that this seems to be a user data thing. Taking a deep breath and doing a complete Safari reset - ditching your iCloud bookmarks, emptying everything from every Safari instance on the iCloud account, deleting ~/Library/Safari and so-on - might work according to the Developer Forums. But as ever with Apple since roughly OS X 10.7, its a heisenbuggy mess and no amount of psuedorandom chicken slaying will be guaranteed to fix your issue.
Closed tab stray processes might just be down to a "bad extension", but that's no excuse - extensions are under Safari control, and a bad extension should never be able to break the browser. It's just JavaScript code executing completely under the browser's oversight. Still, we know that Safari must have very poor code for extension support given the problematic history, so that's always worth investigating if you haven't already.
Closing the last window of an application doesn't necessarily close the application.
For example, opening two TextEdit windows and then closing them both (kbd>Cmd-W or click the red close button top-left of window) will not close TextEdit. This allows one to click File>New (or Cmd-N) to open and work on a new TextEdit document.
You may be familiar with how Microsoft Windows manages applications. It actually opens a new instance of Firefox, for example, for each window that you open. On the Mac, that's not necessarily the case.
People who learn to use Microsoft Windows before learning the Mac are often confused at first because the Mac uses a different conceptual model. This is how Macs have always been, more or less.
Mac users get used to typing Cmd-Q if they want to completely quit an application. Often, this is not necessary. But if your machine doesn't have much RAM, you may notice memory hogs like browsers slowing things down.
Best Answer
I think this is a normal situation as well - see my answers here:
I don't think there is any leak or issue on Apple side - just some programs you run open lots of connections and if they have bugs or you have more tabs open one day versos another and the specific web pages with trackers in the hundreds can really pile on - so the explanation could be more about what specific requests are made each session you use your Mac.