The GUI will minimize and hide to the taskbar notification area if you use the X button. File-Exit will completely shutdown the GUI. This is the intended behavior. The reason is that the GUI can be quickly accessed again and the taskbar icon will continue to report limited status when hidden. This cannot happen when the GUI is completely closed.
In the first case the hidden window is restored when trying to start the GUI by double-clicking on the icon. It doesn’t make sense to have two copies of the GUI running so the currently running one is simply displayed and restored to it’s original screen position. If the GUI isn’t running then a new instance is started.