Think about iChat, when you open and close a window you can do it by either clicking the red button, command w or by pressing the shortcut. So, lets say I have both Contact List and Bonjour List open, if I press command 1, the Contact List will close, if I press command 1 again, it will open, leaving the Bonjour List untouched.
Right now how Transmission works is that I can open a window by pressing command 1 (Transmission), command 2 (Statistics) and command 3 (Message Log). Once they are open, the only way of closing them is by pressing either clicking the red button or pressing command w; but what if I have all three open and I only want to close one, command w would only close the one at the top level, and I could click, but it would probably be faster by using the keyboard.
Not sure if this is too confusing
