To be even more precise
To be even more Precise: you *can* quit RB when it’s playing, but only by using Ctrl-Q or the corresponding Quit item from the menu. What you *cannot* do is quit RB when it’s playing by clicking the window close button, even if you *don’t use the indicator*.
To be sure, I removed the indicator-sound package so that indicator-sound doesn’t appear in my indicator area at all, and still, RB’s window closing button while playing music just makes the window disappear; the music keeps on playing.
With the broadly defined title that bug #526552 has, I don’t think it’s completely fixed yet: the specification says a ”player’s own settings interface should also have a checkbox for whether the player should be present in the sound menu”, and RB doesn’t have that. I see no no way to disable RB’s sound menu integration.