Close File from menu should actually close the current file and not just the current window.
Do you mean close all windows that belongs to current file?
Then I like the request
I would rather say that we would need to have 2 actions: Close Window (currently called "Close") and Close File [current file] (currently not available in the standard menus).
Risking to state the obvious, In solutions with custom menus, you can of course already make the File > Close menu item close the entire file, rather than just the current window.
I'm not opposed to adding a new Close File command to the standard menus. But your idea is to replace the existing command, yes? I think that would be unexpected, non-standard behavior.
I think my basic issue with the way it is not is that (File -> Close) seems to present itself clearly to users as a menu item that will in fact close the entire file and all it's windows. However, the file is actually only closed when the last open window is closed using this menu item.
It is set in the same group with Open and Open Remote which both open actual files and not just new windows.
The Close menu Item in File menu should close an entire file and the existing functionality should be moved to the Window menu.
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