Some windows won't close from the taskbar sometimes

A minor annoyance, but for some reason there are windows that won't close
from the taskbar using the mouse right-click, then left-click on "close".
Alt-F4 always works, and so does using the red X in the top right, but when I
want to quickly close selected windows from the task bar, I often receive the
"blunk" beep (it is not followed by an error message of any kind).

There is not a detectable error going on, like a non-responding program.
This seems to happen randomly and then I manually close the window with the
"X".

I've experienced it with Internet Explorer windows as well as Windows
Desktop Search. It happens several times an hour so I thought I would see if
there is some setting error, or if I just need to close the old fashioned way
every time this happens.

Thanks