In Windows 11, some apps do not respond to the Alt + F4 shortcut when closing a window.

Technically this is possible to program an application which consumes that "Alt+ F4" event to perform another specific op, or simply nothing.

Microsoft documents Alt+F4 as exiting the active app. Because it works in other applications, the keyboard combination and Windows shortcut handling are functioning; the difference is likely the affected app or its state. Click the app’s title bar to ensure it has focus, then compare Alt+F4 with its File > Exit or Close command. Note whether a dialog, full-screen mode, remote session, or unsaved-work prompt is open. Restart and update the app, then use Settings > Apps > Installed apps > Advanced options > Repair if available. For classic desktop software, use Programs and Features > Repair or Change. If several unrelated apps fail, test in a clean boot; Microsoft describes this as starting Windows with only essential drivers and startup programs to isolate background conflicts. Avoid registry remapping. If the issue remains, provide each app name and version, Windows build, and whether its Close command works.