If you have the preferences window open and press ⌘ + w to close the window, it closes a TheBrain tab.
I realize Escape closes the window, but I'm hard-wired to use ⌘+w (and I just tested in Safari which has Tabs and Preferences and it behaves as expected there). 

Also, for some reason I think I posted (or saw a post by someone else) before, but I couldn't find it when I did a search, so hopefully it's not a duplicate.
macOS 10.14.6
TheBrain 11.0.119
I noticed this a while ago and it's already written up. Thanks for confirming I'm not the only one that wants this.

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