Why can't Finder be closed using command+q? command+q has no effect on Finder, which means there is no way of closing a whole Finder window using a keyboard shortcut. Instead, you have to use command+w to close all of its tabs one by one.

I understand that Finder is treated differently and that it is a special application, but it just seems awkward and inconsistent, because to me as a user, Finder is a file manager and I expect it to respond to command+q like any other program would. Why does Finder even appear in OS X's Application Switcher (command+tab), if it cannot be closed? 

It seems to me that Finder is somewhat special because OS X does not distinguish the file manager from the whole desktop environment. From OS X's perspective, closing Finder would be closing the Desktop, the Bars, and even the Application Switcher, which is why it is blocked.

Now, my actual question:

How can I close a Finder window without closing each tab on its own?
You can close all windows of an application (including Finder) with ⌘+⌥+w.

You can add a quit option to the Finder by running:

defaults write com.apple.finder QuitMenuItem -bool YES &amp;&amp; killall Finder

Considering Finder is responsible for the desktop icons, quitting it rather pointless, but have it!