Once an application creates an AWT component such as a Frame, then
even if all AWT components go away, the AWT threads still exist and
run.  This means that even if a program exits its main method, the
program will continue to run until some bit of code calls System.exit.

Below is a test case.  The following application doesn't exit unless
you uncomment the System.exit call.

import java.awt.*;
public class Test
{
    public static void main(String argv[])
    {
	Frame f = new Frame();
	f.show();
	f.hide();
	f = null;
	//System.exit(0);
    }
}