Basically, the current implementation is old and insecure in many ways. Gnome isn’t completely against the idea (they even have mockups for how it would look like) and there are discussions about creating a better framework for it, but progress is slow.
PS: For exiting apps like Steam, if you’re using them as Flatpaks, you can set them to not be able to run in the background to begin with and to exit when you close the window. That can be done either with the command line or with the Flatseal, a usefull app to manage Flatpak “permission”.
I don’t disagree that the systray is a UX nightmare, but what do you mean by “unsafe”?
Okay so apparently I partially misunderstood and not all current systray implementations are unsafe. Some are, but the biggest reason is that it’s all a mess, pretty well explained in this reddit comment: https://www.reddit.com/r/gnome/comments/172wftq/why_no_system_tray_by_default/k3zg58t/