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I have the same problem with the Litecoin and Dogecoin client. Once I open the window in the menu Help > Debug window there is no way of closing it (no X in the corner of the window).
I'm using Debian and Gnome 3.
The following image contains the Dogecoin client (downloaded from Github and compiled), Litecoin client looks just the same.

I checked in Bitcoin-Qt on Ubuntu and it had an exit button in the corner. It might be a bug. – Murch – 2014-02-21T23:31:34.557
Can confirm as well on Ubuntu. Could you post a screenshot of the client with debug window open? – Tony – 2014-03-10T07:27:56.517
@Tony I added a screenshot. – vbence – 2014-03-10T10:45:28.220
If you right-click on the top bar, does that help? – Tony – 2014-03-11T02:58:06.010
@Tony YES, thanks a lot. Right-clicking on the title (or pressing ALT+SPACE) bar brings up the window's menu where Close is one of the options. Also the menu actually shows the well-known hotkey (ALT+F4) to close the window. These things should have been familiar from the windows world... - Please also post your suggestion as an answer. :) – vbence – 2014-03-11T07:40:07.783