Can I close an image in Gimp and have the entire program close?

I'm using GIMP 2.6.12.

When I'm done editing an image and want to close Gimp, I have to do the process twice.

The first closure will close the open image file. After that, GIMP remains open but in a state of "not open any file". Then I must press the "close" or use the pull down menu to completely exit from GIMP.

Is this normal or can I change this?

The behavior you want is now available in Gimp 2.8 by using single-window mode.

From the menu: Windows > Single-window mode

It's normal. From the GIMP documentation:

2.14. Close

The Close command closes the active image. If the image is not in the main window, then the window is closed also. If the image is in the main window, the image is closed but the window remains, empty.

Emphasis mine.