Mozilla explicitly that you
cannot close a window with script that wasn't opened with script[
^].
Chrome is version dependent, but some hacks can close the window. It's a 20% option, though, so rather than do that pick a method that will work for all browsers.
Your better option IMO is to clear the cookie and redirect to another site; if you have an internal landing page that's a good choice.
There's a solid example of how to quickly and easily blow your cookies up
here.[
^].