Since https://github.com/emilk/egui/pull/1919 we can continue
the application after closing the native window. It therefore makes
more sense to call `frame.close()` to close the native window,
instead of `frame.quit()`.
I have gone back and forth on this a bit, but I think the arguments
AGAINST following the system theme are many:
* `dark-light` is a big dependency with problems on Linux.
* Many people prefer the dark mode and ask how to set it as the default
(even though they are using light mode in their OS).
* A developer may be surprised when the app changes theme when
they run it on another computer.
So, the path of least surprise is to make this an opt-in feature
with dark mode as the default mode.
On native, you add the `dark-light` feature to enable it.
On web, you set `WebOptions::follow_system_theme`.