There are docked toolbar like controls, like SolutionExplorer, Properties, etc and then there are document windows, like a source code file, etc displayed in the main content area in a tab.
No matter which window I 'close', it doesn't appear that you really close them, you just hide them.
In your Visual Studio example, you are opening some source files. Even if user closes the tab, they don't really close.
How do I completely close and dispose of Document windows? They should disappear from the Controls collection on the DockingManager.