This is the intended behavior. It used to operate the way you describe,
but some people didn't like that and decided to change it:
https://bugs.launchpad.net/ubuntu/+source/rhythmbox/+bug/38512
Worse, there's no easy option to make it operate the way you want. :\
** Changed in: rhythmbox (Ubuntu)
Status: New => Confirmed
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https://bugs.launchpad.net/bugs/995788
Title:
rhythmbox music player keeps playing after being closed down
Status in “rhythmbox” package in Ubuntu:
Confirmed
Bug description:
I was playing a song using rhythmbox music player and had enough so I
closed the program by clicking the little "x" in the top-left corner.
This closed the window alright, but the music kept playing. In fact,
after the current song finished, the next song in the list started to
play.
ProblemType: Bug
DistroRelease: Ubuntu 12.04
Package: rhythmbox 2.96-0ubuntu4
ProcVersionSignature: Ubuntu 3.2.0-24.37-generic 3.2.14
Uname: Linux 3.2.0-24-generic x86_64
NonfreeKernelModules: nvidia
ApportVersion: 2.0.1-0ubuntu7
Architecture: amd64
Date: Mon May 7 16:44:59 2012
ExecutablePath: /usr/bin/rhythmbox
InstallationMedia: Ubuntu 11.10 "Oneiric Ocelot" - Release amd64 (20111012)
ProcEnviron:
LANGUAGE=en_AU:en
PATH=(custom, no user)
LANG=en_AU.UTF-8
SHELL=/bin/bash
SourcePackage: rhythmbox
UpgradeStatus: Upgraded to precise on 2012-05-01 (6 days ago)
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