The Finder windows that are open can be easily closed by clicking on the finder in the dock. That will bring all Finder windows to the front, one after another. Then all you have to do is click on the red dot in the left upper corner of each window.

Since you can't close the windows thru Mission Control you can just use the Finder to close the windows. The Finder windows that are open can be easily closed by clicking on the finder in the dock. That will bring all Finder windows to the front, one after another. Then all you have to do is click on the red dot in the left upper corner of each window.