The close button is a UX feature specifically for touch screens. This allows users with a touch screen to close the submenu, and will only appear when a touch screen is detected. It can be disabled in the Control Panel. For more information, please see Submenu Close Buttons
In general, only mobile users will see the close buttons. However, bear in mind that some desktop devices have touch screens as well.
The close button may also appear if you have a javascript error on your site (which prevents UberMenu from detecting touchscreens and removing the button). In that case, you’ll need to resolve the javascript error to allow them to function normally.