Windows – way to make the X button exit Spotify

I've been trying out Spotify for the past few days, and have been annoyed that clicking the X button in the top right of the window just minimizes it instead of closing it. In fact, even right-clicking it in the task bar and then selecting "close window" won't close it. Neither will Alt–F4.

The only two ways I know of to close it (short of killing it from the task manager) are using File → Exit or right-clicking on the tray icon and selecting Exit. Unfortunately, there don't seem to be any options to change its behavior either.

I've also noticed this behavior in other programs like Google Talk and Skype, but it makes more sense to me there since people typically want them to keep running in the background. However, I don't see why anyone would want Spotify always running even if they weren't listening to music.

Is there a way in Windows 7 to override this behavior so that clicking the X will force the program to exit? I suppose I could write an AutoHotKey script to make a keyboard shortcut that would exit it, but that seems like a hack.