This is because some browsers prevent such closing operations. The survey data is of course stored in any case.
If this bothers you a lot, you can change settings to redirect respondents to another website related to your survey, or just to the 1KA front page after completing the survey. You can set this up in the 'EDIT' - 'Questionnaire' tab, in the settings of the 'Thank you' question (conclusion of the survey), in the 'Advanced' tab, in the 'At the end of the survey:' line, select the 'Jump to link' option and enter the desired URL in the input field. More >>