While Andoid does make some apps, most are made by app devolopers. It's up to them to add an exit feature and I imagine most don't bother because you can just hit the back button.

As for the browser, I use Dolphin HD browser and if you tap menu there is an Exit button. I don't know about any of the other ones since I only use Dolphin, but most probably have a similar feature.

 

I could see the merit in that. Basically it would be like a force close button, but it would have to be on the screen at all times, like the apps, phone, and add buttons are on Sense.