The thing of it is there are 2 main protocol versions of WebSockets in use today. The old version which uses the [0x00][message][0xFF] protocol, and then there's the new version using Hybi formatted packets.
The old protocol version is used by Opera and ipod/ipad/iphones so it's actually important that backwards compatibility is implemented in WebSockets servers. With these browsers using the old protocol, I discovered that refreshing the page, or navigating away from the page, or closing the browser, all result in the browser automatically closing the connection. Great!!
However with browsers using the new protocol version (eg. Firefox, Chrome and eventually IE10), only closing the browser will result in the browser automatically closing the connection. That is to say, if you refresh the page, or navigate away from the page, the browser does NOT automatically close the connection. However, what the browser does do, is send a hybi packet to the server with the first byte (the proto ident) being 0x88 (better known as the close dataframe). Once the server receives this packet it can forcefully close the connection itself, if you so choose.