CMD+W

I've been gritting my teeth through this issue for long enough, time to seek advice.

On the edit machine at work, the keyboard shortcut to close the window (like all defaults) is displayed as CMD+W.

Easy squeezy, right? Not so fast. For some infuriating reason, it -doesn't- close the window, and instead opens up the Finder window. For someone who lives and dies by keyboard shortcuts, this is probably the most infuriating thing I've ever come across. (Who the **** uses a mouse to click Finder -> Close Window anyway!? Neanderthals!)

I've tried resetting the factory defaults on the keyboard shortcuts, no dice. Any ideas?