You know what I don't like about Skype and most PC conferencing apps? You can't use them without first calling, emailing, or texting them to get on Skype. The fact is that closing the app is like unplugging your landline or turning off your mobile.
Without some method to call someone not expecting your call, what's the point anyway? There need to be some passive module that remains running.
Tis microsoft's doing. They made it so a cerain box was checked so you couldnt close it using the X button. (The same thing happend to me,only my laptop almost become close friends with a sledgehammer)