I think the behaviour of closing the console windows depends on your OS. I think the most common is to just kill the program and not run destructors and such. You don't have to worry about the leak. The OS will clean up all memory after the program has terminated.
How do you check if your destructor is called exactly? You call your program by the console but you close the console so you never see output I guess.
Anyway usually when a program is terminated all it's allocated memory is returned to the OS. The problem is when it's not terminated but instead sleeps or something. Then you may have a problem.