Add Cmd+W to Mac shortcuts preference option

I am forever using Cmd+W to try to close windows within my full screen remote session when on my Mac. This of course closes the session, and I have to reconnect then close the window another way. Try as I have, I simply cannot break this habit. Therefore, I must ask that you please add this to the existing list of Mac shortcuts in the "Use Mac shortcuts for copy, cut, paste and select all, undo, and find" option. Thank you.