Aahhhh... I haven’t looked at the latest version on Windows.
But on a Mac, the menu bar should be present with the application menu containing the “Quit” command.
Microsoft’s new design paradigm is a hash. They should read the book, “Don’t Make Me Think” on interface and layout design.
Microsoft is famous for screwing up user interfaces, although they have gotten better. Given how much Apple harps on it, it was strange to see them violate their own. Of course it could be that OS X 10.7 will have their window controls vertically and this is a preview.