That's different then I get, close, quit, upper right hand window X, however I close the IDE it always opens with a blank sketch window?
I'm not quite sure what you are saying here. This statement is difficult to understand.
Trying 0022 on both Windows 7 and OS X, here is what I find. And again, I feel like this is how the IDE has always worked. It will re-open any files that were open when the application quit. (In Windows, the application quits when the last window is closed. On Mac, you get a prompt asking if you want to quit first.)
Windows: CTRL-Q or File -> Quit
Mac OS X: CMD-Q or Arduino -> Quit
Any open files will be re-opened when Arduio IDE is started.
Windows or Mac OS X: Close Window / File
This file will not be re-opened when the IDE Lauches.