Z, the process you are describing is to delete (uninstall) an app. I'm not sure exactly what you're doing, since
AFAIK the mail app cannot be deleted. But anyway it isn't the right thing.
There is no need to "close" an app in iOS and thus not really a way to do it. When you're done with mail, just do something else or hit home once or hit the standby button (top right corner).