I'm not sure I'm entirely clear on the supposed bug here. If you quit (File > Quit or Control-Q), the IDE should save and restore the sketches you have open, along with their location and position. I just tried with 0021 on Mac OS X and it seems to work. Is this broken on other OSes?
If you close the last window, the Arduino IDE will also quit. In this case, when you relaunch it, it won't restore the sketches you had open, because there weren't any. It will create a new blank sketch in the default location. Is that the behavior people are objecting to?