How to close application completely when clicking red button on any app?
You can't close the application by clicking on the red button, as you said it is meant to close the window...

Using cmd-q is not a bypass but the shortcut to close the application. And the windows are not instances of the application, they are in the same instance...

What bothers you is the "resume" functionality that restores the state of an application -- e.g. all open windows -- when you restart it.

Look here or here to see how you can tune or disable this "resume" feature.