Ask the user whether to run in background when last window is closed and status icons are not supported
With a recent gnome-shell (without status icon support) Gajim continues running when closing the roster, while I'd expect it to stop.
Since other users might have other expectations,
Chat applications might want to ask the user to confirm whether they should run in the background when their final window is closed. This clarifies that the user won't be logged out of the chat service.