Unfortunately it isn't possible to close the final tab of a tabbed view - in fact the delete icon disappears when there is only one tab.
It might well be possible to create a hidden tab which could be the last tab. I would suggest taking a look at the following "how-to" guide in the user guide, which explains the process through which you can customise the appearance of a tab:
How to customize the appearance of a tabbed view
You'll see that there is an accompanying sample project which demonstrates how to perform this.
Hope that helps