That's the top right corner of my browser when in full screen and my mouse pointer all the way to the top right. (Guess you'll just have to trust me on that last part.) It engages the close button without really being near it. Never noticed that before.
Here's my tweaks window. Only change I've really made is to the icons because I don't like the icons that look like they were hand drawn in ms paint.
However, here's where the rabbit hole starts... I blow up my tweaks window to full screen, go to the top right corner, and.... no selected X.
In fact, in a random selection of software on my system, which is actually pretty sparse, it seems like about 50% highlight the X, and the rest don't. I can't find any rhyme or reason between the two.
It seems like most of the software that doesn't highlight the X was installed with the system, and the software that does was installed by me. But there are exceptions there as well.
So, the short answer is, I don't know. Have you tried switching through different applications to see if some highlight the X and others don't? Or is it just no altogether?