The only way to fix that is to edit the actual image by opening the skin in SkinStudio and editing the image located in "Edit Titllebars and Windowframes, Edit Per Pixel Buttons, Close Button" image. However, all the other image positions would have to be adjusted to compensate for the changed close button image. So if you don't have experience with SkinStudio, I don't recommend you doing this.
Thanks for the information!
Is there a user-friendly way to fix this annoyance?
Alt+F4 will close the active window (if you are a keyboard user).
That's a good idea. I already use shortcuts for a few things but never thought about using one to close a window. 
To those with the same concerns, here a few options:
- Use Alt+F4.
- If Alt+F4 is too much of a hassle since you have to spread your hand awkwardly:
1) Ctrl+W works sometimes: it depends on the app. In File Explorer it closes the window as expected. In Chrome it only closes the current tab.
2) Ctrl+Shift+W works sometimes: it depends on the app. In Chrome this will do what you want: it closes all tabs.
3) Best solution probably: assign the Alt+F4 shortcut to another easier shortcut, for example Ctrl+Q. See https://superuser.com/questions/250435/how-can-i-change-the-default-shortcut-in-windows-for-closing-programs
4) If you have a Razer mouse or keyboard, use the Razer Synapse software to change a mouse or keyboard binding. See http://www.razerzone.com/synapse/
