This is not a bug. And not a feature request. Maybe a litte bit of both. :)
In the File menu, Adium has two items:
Close shift-cmd-W
Close Chat cmd-W
1. When there is only one active tab/chat, I think Close Chat should be dimmed out. Close then becomes Close cmd-W (without the shift key). This also applies when there is no tab at all (via user preference).
2. I had to think carefully when trying to figure out how Close and Close Chat were related. I think the first one should be named "Close Window".
3. Even if a "tab" is in fact also a "chat", I think we should stick with the official (sort of) name for the UI item, i.e. "tab". A tab is well defined, a chat somewhat less, and could refer to both the window as a whole and a single tab.
This is not just personal opinions, but actual behaviour of Apple applications i.e. Safari 2.0.