Looks like on macOS, clicking the red close button ends up closing the entire Opera app even if you're just trying to close one window. A more reliable shortcut is ⌥ Option + F4 (Alt+F4 on Windows/Linux) to close the current window without quitting the browser entirely. Alternatively, if you're on Windows or Linux, Ctrl + W closes the tab (and the window if it was the last tab), while Alt + F4 closes the window directly. Hope that helps!