try to close a blank worksheet...

That must be a feature of the 'Multiple Document Interface', possibly badly implemented.

When you click on that X, you close the currently open document, but because you did not close the application it (the application) remains open.

In e.g. MsWord, you can close the active document, and after closing the last active document, you have an interface that allows you to do a few things: opening an existing document or creating a new one.

Prime apparently isn't prepared to have no active document, so it creates a new one for you automatically, and assigns it a sequential number, preceded by a dash (= minus sign).

Luc

Apparently Mathcad must have at least one sheet open, so if you close sheet Untitled-1, it then creates Untitled-2.  (This also works if you close from the menu.)  If you have another sheet open then Mathcad will happily close your untitled sheet.