This has been kind of a pain for me when it comes to 'Grab' - if I'm generating multiple screenshots, in the past I could grab a screenshot, save the file and close the window, switch back to the app I'm grabbing from to set up another screenshot, then switch back to Grab... but now Grab disappears as soon as I switch back to Safari, so I have to relaunch it. Sure, I could keep Grab in the dock permanently, but I like to keep my dock clear of apps I don't use that often.
Also, it introduces a third behavior for whether an app quits or stays open after the last window closes: (1) the traditional Mac way of keeping an app open regardless of window status; (2) quitting the app automatically as soon as you close the window; and now (3) keeping the app alive when you close the window, but then silently quitting it when you switch away. While there may be benefits to each, it clutters the user experience and detracts from the simplicity of the Mac.