I have two easier issues with Arduino 1.0. In fact, this is more of an enhancement request.
Clicking the "close" button on an open sketch, or selecting "File..Close" should close only the open sketch, not prompt you to completely exit the program. In any of the GUI applications I use, "Close" always means to close the current folder/document/project, but keeps the application running. "Close" and "Quit" have two different meanings.
The prompt to ask "Do you really want to exit?" should be an option in your Preferences, the way it works in Eclipse.
Hopefully these things can be easily corrected in the next minor release.
-MVS