My understanding of application.closeAllWindows() is that is closes everything but the main application window. And since you can't show multiple windows in web client, it's not used for anything in web client. But maybe that has changed with a version of Servoy.
There are various javascript hacks for closing windows and tabs but they are all somewhat browser specific.
On logout, we send users to a generic page which we can optionally insert messages to and they can use to get back to the login page:
Screen Shot 2013-10-08 at 7.05.47 AM.png
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