On Compass 1.11.1, the whole Compass app quits when the last window is closed.

This creates friction if the user intends to create a new window/connection - they are forced to search for and open Compass again. On macOS, it is customary for the app to stay open even when there are no running windows or sessions; quitting is an explicit step by the user rather than implicit by the developer. For reference, Slack does not quit if the last window is closed.