Actually close GTK windows

[luleyleo]

Instead of removing the window from the application, it now gets closed.
This Closes #464 and also fixes the multiwin example with GTK.
Closing a window will also remove it from the Application

[ForLoveOfCats]

I'm currently testing this in relation to #464 but I do have a question in the meantime. What specifically about the multiwin example does this fix? It doesn't fix the context menu crash and I cannot find anything else about it which happens to be broken under GTK on master.

[luleyleo]

@ForLoveOfCats The close item in the file menu did not work (as it works exactly like a custom close button)

[ForLoveOfCats]

Ah-ha, very nice. Does what it says on the tin and the change makes sense

[cmyr]

Thanks both!