The Avast media player is gone, thanks god. : Not really sure which close button you mean that 's not easy to be closed either, the close window red X is in normal location like with any other Windows application and ALT+F4 works wonders as well.
I’m actually wondering about this, too. I would like Avast to close automatically if I scan a file and Avast finds nothing wrong. In this way, I can quickly scan only a few files without having them all in the same directory.