Why are some apps keep running in OS X even if I quit them?
It is due to bugs. Most likely in those programs, or in the OS X system. Essentially the program never completes the "Quit" action, so it doesn't exit and thus stays running.

Another cause could be hardware error - such as a non-responding hard drive. If that was the case, you would be seeing problems everywhere and not just with the Quit menu option in a few programs.

If you want to investigate the specific cause on your machine, I would suggest using dtruss to see what system calls the application makes as you hit quit. It could for example be hanging waiting for a mutex/semaphore, or similar - suggesting a deadlock or livelock. In other words, a bug.