I have had trouble closing apps on Apple Watch 9 also. Spent a great deal of time with Verizon tech support and searching the internet (I think I got to the end of the internet with no help). Quite accidentally while I was playing with the watch trying every imaginable combination of entry sequences, I found the solution. Works every time fool proof. The fix is to double tap the crown, then VERY quickly swipe up or down to select the app you want to close. Even MORE QUICKLY, swipe that app left WHILE it is still small showing you the list of open apps. DO NOT SELECT the app to close and make it full size. It will not show you the red X you need no matter what you try.
In summary:
1) double tap crown
2) choose app to close by swiping up or down while app list is still small and centering that app in the LIST view
3) Immediately swipe left while the app is still small. DO NOT SELECT IT!
4) Magical red X appears and close the app by tapping the red X.
I have not seen this approach listed in any Google search. If someone else reported it before me, I wished I'd have found it sooner.