Mac OS X 10.7.3 macmini4,1
Run the attached application. Here, QuitStrategy.CLOSE_ALL_WINDOWS is set. Mac OS sends to all windows in back-to-front order a closing event. On Java level, it is windowClosing(), and if on windowClosing nothing is explicitly closed, it is equivalent to no action. So it works on Apple Java 6: you will see printout from windowClosing() listener's method, and that's it.
However in jdk7 the application frames receive windowClosing, do not receive windowClosed, and application terminates.