The most direct solution would be to avoid the brute close all, when you do not want to close all figures. The idea of calling "close all except for the one I do not mean" is magic.
Checking the value of gcbf does not help, because it is set by close all also.
But you can check if one of the calling function is close by dbstack:
Stack = dbstack;
Caller = {Stack.name};
calledByClose = any(strcmp(Caller, 'close'))
But I repeat that this is magic, because the CloseRequest function tries to guess, what the user really wants instead of the commands he types. This is beyond an intuition and other users of your code will tend to desperate when they try to close the figure.
What about setting a flag e.g. in the figure's Application data and create a personal function for closing all figures, which do not contain this flag?
function smartCloseAll % Choose a more convenient name...
FigList = allchild(0);
for iFig = 1:length(FigList)
aFig = FigList(iFig);
AppData = getappdata(aFig);
kill = true;
if isfield(AppData, 'myCloseRejectFlag')
kill = not(AppData.myCloseRejectFlag)
end
if kill
close(aFig);
end
end
