Just a bit of additional information, the close menu button is by default only visible when using keyboard navigation for accessibility purposes, to ‘close the loop’ so keyboard users can close the menu without needing to tab backwards to the main ‘X’ close icon at the top.
If you want to hide it completely and remove the empty space at the bottom of the menu, add this CSS:
#site-navigation .menu-close {
display: none !important;
}