Don't take me wrong, but KDE is not the only window manager (desktop environment) existing around. As true as it is that most KDE apps behave in that way, it is that most non-KDE apps do NOT behave that way ;)
It is helpless to have an option to minimize to tray, then another option to minimize to tray when clicking on minimize and finally another one to minimize to tray when clicking on close. Anyone can write a Qt frontend for aMule which conforms all KDE's usual behaviours, but while such frontend doesn't exist, I don't think current GTK frontend should do ;)