I agree. It is truly annoying!
I usually defend MS but their reasoning overlooked the most common way I open lots of files; from the Find window. If I'm searching for some code I've used elsewhere, I may cycle through half a dozen files or more. Now the file I was working with has gone and I have to remember to look elsewhere.
When I want to close the searched files I just opened, I have to click on the far right side (where the document close icon [X] is, but I have to keep looking at the far right where the document gets closed to make sure I don't accidentally close too many. At least before, closing the last opened document didn't move all the other document tabs over by one.
I also don't like the new find window because I can no longer see all my choices and options - I now have to activate the dropdown to determine what files I'm searching. In the past, I just had to tab through and then press enter, very easy to do with just a laptop keyboard. Now when I tab to the Look in dropdown, I have to move my hand to use the arrow keys to cycle those choices.
If anyone finds out MS fixes or modifies these features, please post a response here.
Thanks.