Issue closing apps in Windows 11

I am running Parallels (26.2.2 57373) under macOS Tahoe 26.3.1(a).
When I running Windows 11 at full screen I have been having an issue closing apps. I click on the red X in the upper right hand corner but nothing happens. I changed the Parallels settings for full screen - unchecking the option "Optimize for Games" that disables the Mac menu and the menu bar at the top, but closing apps doesn't work. It did work before the recent Windows update, but now I am back to having the issue again.
Any suggestions on what settings I am missing either in Parallels or Windows 11? I would really not want to go back to a windowed view.
Thanks
Steve