Because you use the entire browser window/frame/tab, once the Flash app has been clicked, it owns keyboard focus. As such, it is important that basic keyboard inputs be processed by your app. Specifically, Control-W for close window; however, it would also be appropriate to process F11 for full screen toggle, Control-T for new tab, and Control-N for new window, and probably other keyboard navigation shortcuts. This is both an accessibility concern, and a usability concern for long-time computer users. Both small components of your userbase, I would assume, but important nonetheless.