Keep IntelliJ loaded in memory on Windows

I'm used to the Mac and the fact that closing an app's windows DOESN'T close the app itself. So closing the last window doesn't immediately kill the app. Is there any way to replicate this behavior on Windows? I know about setting to ask before quitting, that's not what I'm after. I want the last window to close but have the app still running until I explicitly quit it. So if I use the CLI launcher, it doesn't cause the entire app to start back up.