Yes, that would work too and quite good practice.
But not sure if I like that it's push from officials anyway, especially when I see that's adjacent to other "breaches" in that document.
Prompt on close is very bad solution in terms of UX.
For example, I never click minimize in Discord because I hate non-tray apps if I need them in background. I dislike Obsidian for that because I can't even use RBTray without enabling native window frame which is worse than standard.
And because of habit to have minimize-to-tray on [x] I would also dislike moving that option to [_] and reserve [x] to exit. I know I will just press it because of habit and close my active chat with app. And discord is not fast app to load on my PC.
But technically it will be best solution if they want to comply with the requirements of officials. Or maybe already implemented one-time prompt is enough for them.