Robin2, it's not primarily about monitoring, though that is certainly a factor. And I DO use PuTTY as a monitor, partly to circumvent this problem and partly to use VT100 codes.
Here's what happens, again.
I open window 1, Mega2560, USB port 6, let's say. I then open window 2, Pro Mini, port 7, let's say.
I do a few edits to window 1, make, and upload/run.
Leaving that window open, I make some edits in window 2, and upload/run.
The boards are talking to each other via I2C, by the way, which is why I want two windows open concurrently in the first place.
Leaving window 2 open, I go back to window 1, only to find that it now shows the Pro Mini and port 7, although it still has sketch 1 in the editor.
I correct that, go back to window 2 - the Pro Mini, leaving window 1 open - and now it shows Mega 2560 and Port 6 with sketch 2.
At all times I have had two windows open.
I hope this is clearer.