It's interesting . On Deezer app which I was downloaded close lyrics X don't work .Only lyrics window can be closed by clicking on the mic icon like @dee_dirk say .
But on web Deezer https://www.deezer.com/en/close lyrics X work !
The same with no way how to exit from music quiz on desktop app. There are dozens of very annoying bugs in desktop app for year and no one cares. Instead of fix them application team just recolored it to the purple.