Every other application I know just closes the application window by pressing "Command + W". Not with HipChat, it is closing your most valuable latest chat...
This is actually the expected behavior of the shortcut. We've setup the shortcut keys to behave similar to what you might find in other tab-based apps (browsers, Terminal, etc). ⌘W closes the current tab and ⇧⌘W closes the window (although doesn't actually cause you to leave any of the rooms you're in).
A couple other users have mentioned that they'd prefer the alternative (where ⌘W closes the window), but it hasn't been something that risen to the top of our UX priorities so far. You can view / comment / vote on the suggestions at https://jira.atlassian.com/browse/HCPUB-2442 or https://jira.atlassian.com/browse/HCPUB-2000.
Incidentally, if you ever close a tab by accident, you can always use the ⇧⌘T shortcut (or File > Reopen Last Chat from the menu) to reopen it.
...have mention name FirstnameLastname. Fe.: @MaartenCautreels This certainly helps to know who is being mentioned in a conversation. Imagine your colleague sends the following message...
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