It's only disabled the Close X ,but don't make it hided. Do we know that member of MainForm (CloseRequest) from ? I don't see from the Generate members menu.
Sub AppStart (Form1 As Form, Args() As String)
MainForm = Form1
MainForm.RootPane.LoadLayout("Layout1") 'Load the layout file.
MainForm.SetFormStyle("UNDECORATED")
MainForm.BackColor = fx.Colors.Blue
MainForm.Show
End Sub