When you have several windows opened and grouped, and you try to close them with middle click two things happen: - If you click on the window group nothing happens (this may not be a bug and can be the intended functionality). - If you click on a window in the drop-down, the window gets closed but the drop-down isn't updated.
This race condition was fixed in master and the 4.14 branch a while ago. See https://bugzilla.xfce.org/show_bug.cgi?id=16410