Close button sends client to the tray, statically linked Qt for OSX.
See the Changelog for list of features and fixes currently only available in the nightly builds.
Are you talking about a situation where the search results only list one file in a folder? If so, that's the behavior of the download folder function in the new client. If not, I get all the files in a folder queued when i select just one of the files and click 'Download Folder'.