Ctrl + w close windows if last tab
I find annoying that if the vivaldi windows doesn't have anymore tab open ctrl + w does nothing.
The alternative is to press Ctrl + q but in case you have more that one vivaldi windows open that close all vivaldi windows ... that is annoying to
Go to: Settings --> Tabs --> scroll to section "Tab Handling" --> untick the box "Don't close Window with last Tab"
So when only one tab is left open and you press "Ctrl + W" it closes the active window but no other vivaldi windows.
CTRL + W = Close current tab
CTRL + Q = Close the whole application
CTRL + Shift + W = Close the current window.
What you need is the last one.
Or just change the behaviour in parameters, as described by zaibon