Fix #796 - Ignore errors for closing the last window

autoload/ale/list.vim

@@ -59,6 +59,7 @@ function! ale#list#CloseWindowIfNeeded(buffer) abort
         return
     endif
 
+    try
         " Only close windows if the quickfix list or loclist is completely empty,
         " including errors set through other means.
         if g:ale_set_quickfix
@@ -68,4 +69,7 @@ function! ale#list#CloseWindowIfNeeded(buffer) abort
         elseif g:ale_set_loclist && empty(getloclist(0))
             lclose
         endif
+    " Ignore 'Cannot close last window' errors.
+    catch /E444/
+    endtry
 endfunction