Clicking the close button attempts to execute the programs shut down procedure (save data to disk, remove info from memory, stop execution, etc). Most of the time it can’t because it’s currently stuck in some loop trying to execute another command so the close command is stuck in queue.
The end task command is windows override which bypasses the softwares commands. It will take the space the program is currently occupying in the CPU and memory and just clear it.
It’s like asking a broken down car to move from the road versus using a tow truck.
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