It's quite a tiny feature, but it's very useful on wide screens.
It actually already exists in m$ windows.
When i say "menu", i mean window icon (by default the leftest one), clicking on which triggers contextual menu.
Do you mean...
I'm not sure what you mean by "When i say "menu", i mean window icon (by default the leftest one), clicking on which triggers contextual menu."
Unless, possibly, you mean closing an app window by double-clicking on the left-hand corner of its title-bar (such as, in Firefox, double-clicking on the tiny Firefox icon to the left of the webpage's title).
But if that's the case, it should provide that behavior now. I just double-clicked that in Firefox and it brought up the usual "Quit Firefox: Do you want Firefox to save your tabs..." dialog box.