Check carefully if the file operation is really aborted, because that is not normal behaviour. Also in Ubuntu, the normal behaviour is for a file operation to continue when you close a nautilus window (either by the close button, or the hotkeys ctrl+w to close a single window, or ctrl+q to close all windows: "close the application").
Only when nautilus is fully terminated will a file operation be aborted. You can reproduce that by starting a large file operation, and then issuing the command "killall nautilus" in the terminal. This fully closes the nautilus process down, and with it ongoing file operations. When, however, you close windows or quit nautilus using the graphical user interface or standard hotkeys, nautilus remains active in the background.