For a VM that is in headless mode, how can I close the window while keeping the VM running?

Every now and then I accidentally open the window of a VM running in headless mode. It seems my only option to get back to headless mode is to close the window thus suspending the VM, then resume it from control center.

Is there a better way to do this? I found https://kb.parallels.com/en/123298 which says I can change the action for close window to "keep running", but I would rather either be given a choice (but the "ask me what to do" option doesn't include "keep running", it's just shut down or suspend) or have a different way to do it, as sometimes I do want to suspend it or shut it down in this scenario.