Running VBA macro stops when different workbook is closed manually.

I have a workbook with a long-running macro (1 to 48 hours).  I have just solved a GLOBAL range reference issue which now allows me to open other completely independent workbooks without crashing the macro, so now I can do other work while it runs.  HOWEVER when I manually close one of these using the top-right-X it stops the macro dead.  IF I manually close one of these using File-Close the macro continues running.  

Shouldn't the top-right-X and File-Close do exactly the same thing?  It seems they are interacting with the running VBA macro differently.  

Is there a way to keep the macro running irrespective of the close method?