Following up on this comment:
I'm guessing that most of the developers are not Windows users.
First of all, I think that the setting that now says "Show Tray Icon" is the wrong name for the setting. To conform with the wording used in other apps, it should instead say "Minimize to tray." Because that's really what is happening.
I would suggest that this feature be disabled by default. (I think it is enabled by default; please forgive me if I am mistaken.)
This feature (in Windows) really breaks the standard functionality of clicking on the red X in the top right corner of the application window. for 99% of the people and apps, clicking on that X really does close the app. If you don't want to close the app, but just minimize, then you click the _ button.
Minimizing to tray makes a lot of sense for some applications. For example I have a colour picker app that I want to have running but I don't want it taking up space in the main application area in the task bar.
But Joplin is definitely not like that. It's something that you use like a web browser or a word processor. Honestly, for Windows, I don't understand why this feature exists at all in Joplin. If I want the app running I will leave it running. If I'm not using it enough to have it taking up space in my running application bar, I'll close the app.
It feels like the developers are trying to make Joplin on Windows behave more like it does on Macs and this is understandably frustrating for Windows users because by default it changes core functionality.
Just a suggestion based on the fact that the feature seems to confuse so many Windows users.
I love Joplin and I really appreciate all the hard work so many people have done to develop it.