This on WinXPPro:
If you uncheck the "quit after closing last" then the close "X" button on the menu bar will no longer close the app - instead it will create a new blank sketch with each press. The only way out is File-Quit. This is weird behavior for a Win app. Suggestion: The "X" should map to File-Quit, not File-Close, and prompt to close/save only if appropriate.
Also, regardless of that setting, 0129 does not seem to save window position, size, last opened sketch, etc. Instead it always opens up default size, screen centered, new blank sketch. Is this intentional? (I didn't see any mention in the changes, so bug?)
[edit]
Just some rambling to think about...
Oh, perhaps I see now, this is probably related to the new multiple-opened-sketches stuff. Maybe it's just because I'm a Windows guy, and maybe this is how stuff works on a Mac, but this is really pretty weird behavior for a Windows app.
It's like you want an MDI app (where one app contains many documents), but you're doing it with multiple SDI windows -- so the "X" is really the document close, not the app close. But even if you have only one window open?
If multiple open sketches are here to stay, any chance of modelling it like a real MDI app, with a blank work area capable of containing multiple sub-windows for each document? (tabs would go with the document, menu would stay with the app) (if not, like trying to mimic the way current MSOffice works, then "X" would still need to be app-close not doc-close for each individual window)