A lot of GUI apps unfortunately don’t catch SIGTERM, so it doesn’t make much of a difference. A lot of them put their “exited normally” into the “the window was closed” handler.
For GQRX that might even be intentional, it’s very unstable at times, and you do kill it pretty often. So they probably assume if it got SIGTERM, it was frozen and the WM offered the user to kill it and clicked yes.