Try to drag out of browser.
You'll see unexpected "default" close button,
that returns the applet into the browser.
The "custom" close button closes the frame.

I realized that it affects the following samples:
http://jfxsamples.sfbay.sun.com/CustomSplashScreen/index.html
http://jfxsamples.sfbay.sun.com/DisplayShelf/index.html
http://jfxsamples.sfbay.sun.com/DraggableMP3Player/index.html
http://jfxsamples.sfbay.sun.com/EffectsPlayground/index.html
http://jfxsamples.sfbay.sun.com/PhotoEffects/index.html
http://jfxsamples.sfbay.sun.com/VideoPuzzle/index.html

I think it is really critical bug, because the samples works in 1.1 as expected.