The desktop itself is not a metro app, but the way you interact with it *IS* a metro app. This is a sort of desktop "viewer", much like the remote desktop client. So when you close the desktop app, it doesn't exit the desktop, it only closes the window to interact with it, much like clicking the X on the remote desktop client.
If you have more than one monitor, then the desktop is also present as a non-metro app on the second monitor.