I still use the window menu shortcut Alt+space and then C to close the window, it is more easy to press compare to Alt+f4 (such a non-ergonomic key combination, compare to macOS cmd+w)
Ctrl+Q works in most (though yes, certainly not consistently all) Windows applications. Cmd+Q is also what you'd use on macOS to quit an entire application (Cmd+W is close single window), so the cross-platform ergonomics/muscle memory are actually somewhat preserved. Most Windows applications that still use MDI for some reason or that have tabbed browsing interfaces (appropriately) generally use Ctrl+W for window or tab closing, respectively.