Window decorations on Windows 3.1 had no close button, so they used to let you double-click the menu button to close a window. When Windows 95 came along, they added a close button, but they kept the double-clicking behaviour. The ability to close a window by double-clicking the menu button has lasted right up until Vista; apparently Microsoft tried to take it out in the beta, but so many users complained that they left it in in the end.
Many *nix window managers support double-click to close for the benefit of people moving from Windows who learned how to close a window before 1995 and haven’t broken the habit yet. Metacity doesn’t, and in GNOME bug 83892 people have been saying it should. Often, they add that there’d be no harm in adding the behaviour because people who wouldn’t know about it wouldn’t trigger it. However, other people say that the effect of accidentally double-clicking the close button, and losing anything which happens to be in the window, is too disastrous to add a feature for such a marginal audience.
The HIG also (apparently) says that the top entry in a context menu should be the one triggered by a double click. “Close” is not currently the top entry in Metacity’s window menu.
A good while ago, Thomas Thurman provided a patch to add this behaviour, which has rotted, and today provided a current one. The current consensus among the maintainers is that this will not be added. However, you might be able to change our minds if at least one distro includes the patch. For example , Debian bug 381509 discusses the matter; if you know corresponding bugs in other distros, please let me know and I’ll add them here.
Photo © saba♫dija, cc-by.