it's by design. When you click the X, it's not closing the program, it's "backgrounding" it to your taskbar. If you try to run Spark again, Spark is smart enough to not try to have 2 copies running. So, to re-open the window, you must click the task tray icon.
to be clear, the X in the top right corner is not exiting the program. it simply is telling Spark you don't want it's window open at the moment, so instead it should run in the background (in your task tray). This way, Spark can still receive messages even if you do not have the main Spark window open.
most programs i've used that "background" to the task bar operate this way.