I have been using the former HipChat client for a couple of months and recently I installed the new HipChat4.
I use Ubuntu as OS, and I noticed that differently than before, when by closing HipChat the program would minimize to the tray area, now with HipChat4 it simply quit the program.
Speaking with support they told me this is an expected behaviour, which in my point of view is extremely weird since most of the communication programs only minimize to a notification area. In fact, notification areas almost useless if programs behave like this.
I suggest that in the client settings (under the general tab) it should have an option with the sayings:
 Close window quits HipChat
This option could be by default ticked, but users should have the option to deselect it.