Brief Summary
It is possible to close the last (non pinned) tab but doing cmd+w.
However, this option is not displayed if the user right clicks on the tab.
Details:
Here is an example when several (unpinned) tabs are open: the user can right click on the active tab and select "close tab"
Here is an example when only one (unpinned) tab is open: The user cannot close the remaining tab through right click.
It would be nice to have that feature for all tabs, regardless of their state.