There are actually a number of kill signals that the operating system uses that range from politely asking to shut down to simply killing it no matter what trouble that is going to cause. Now hitting the X, send a polite signal to shut down and usually the programmer can set for himself how to react to that signal, meaning the program can delay the shutdown and instead do something else before shutting down. So for example often enough instead of shutting down the program you’re greeted with a dialogue asking whether you’re sure about that or whether you want to save stuff or whatnot.
That’s meant to give the program a chance to wrap up what it’s doing so that no important stuff gets lost or whatnot. Open connections get closed, parameters get saved, tmp data gets deleted and whatnot. So when a program freezes it can also ignore that signal because “it has better things to do”, now if you disagree with that assumption you can send a more forceful signal in terms of what the operating system has to offer that simply ends the task altogether without a chance to wrap things up.
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