The Alt + Tab application switcher doesn't have any close function via a close button, right click or Android like style of just touching the small window preview and moving it to the left or right. From my point of view, this would be a nice enhancement to close windows via the application switcher as you do have a preview of the window in front of you.
The Alt+Tab framework supports it. You can use a different theme which provides a close button. For the default theme this would be unfitting. This is not Android and the interaction patterns are different. We have close buttons on each window, task bar etc. Android doesn't have this, so they need to put it to wrong places. For us Alt+Tab is a window switcher and that needs to be the focus.