Are you sure you're both referring to the same situation:
Yes we are, sorry about my nomenclature...
My impression is that mellis is referring to "windows within a single IDE application instance" whereas BillO is referring to "multiple instances of the IDE application", is that impression correct?
... I am taking about window instances, not IDE instances. Again, sorry for the confusion.
In the Arduino world if there's a choice between making the common & beginner focused case easy; or, a more sophisticated case harder or impossible; then the choice will generally be made to choose the more limited beginner option, as Arduino is a beginner-focused platform.
I would have no problem with the default for a new window being the last board and port, but you should be able to change it in a new window without it affecting the previous window. To make it real idiot proof, they could put in a configuration option for this.
It is beginner friendly, but it is also powerful and accessible. It is real nice to have a free high-level IDE. I feel maybe it should at least allow for more advanced uses, even if the default is geared more toward the novice. I'm sure they (Arduino) do not want their most advanced users wandering off to more versatile platforms.