When the default window provider is used (dummy, rc, ... interfaces),
rather decide what to do when the user closes the video window than let
the WM blindly destroy it. Till now, this led to an error message, input
dying and the playlist being stopped. For -I dummy, it also meant leaving
vlc hanging since no interface could then be used to stop vlc.

Action taken is to stop vlc, but feel free to change/improve/make it
more configurable if need be.