Exactly. In the original Mac OS Finder implementation, holding down the option key would close the parent window, and I too had exactly the same habits you're developing.
Once you are used to using the GUI for file manipulation (copy|move) the spatial finder becomes invaluable for dragging and dropping.
If all you use the file manager for is inspecting directory contents, I can see how you would find this behaviour annoying. Once you use it to truly manage files, it becomes helpful.
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