I was about to file an issue about how my app kept behaving as though it was quit even when it was not. In taking screenshots of this I realized there's a setting that I had turned off "Show Quotes icon in system dock" which I mistakenly thought was a toggle to control it's existence in the Menu Bar (aka Menu Bar Items). I sear it said "system tray" when I first looked here which I thought was odd because that's a Windows™ term.

Anyway, I wanted to suggest you add a control to toggle the menu bar item, and update the labeling here.

Show in Menu Bar

And if that feature is ON, you can have a second control

Always show in Dock

which helps people understand that sometimes it will show in the dock anyway (when you have a window open. And the behavior shouldn't be based on if the window is active or not, just if it exists. That way if you open a capture window, and then open something on top of it, you can still use ⌘-tab or the dock to get back to the capture window hiding behind.