In Mylio Photos version 3.7 and later, desktop computers (Mac and Windows) may continue running in the background when the application window is closed. The first time the Mylio Photos window is closed, a notification in the top Menu bar (Mac) or App tray (Windows) will let you know that Mylio Photos may still be running some tasks.
This setting can also be adjusted in Mylio Photos under Settings > General > Quit App on Close. By default, this setting is off to allow processes like syncing with other devices to complete after the window is closed. Turning this setting on will stop all Mylio processes on the computer from running once the application window is closed.