How do I stop windows from opening automatically?

With Yosemite when I launch XOJO the last program I was working on automatically loads. This should not happen. Rather the launch window of XOJO should open so I can choose which program to work on. Yosemite defaults to the last open window, which is very annoying. How can I stop that?

Yosemite got anything like this in System Preferences/General?

Maybe you are just hitting the Close button and not the Quit command?

Tried that

I have the "Close Windows" option checked, but the problem persists. I am also checking the XOJO side. This behavior only started with Yosemite, but it might be a XOJO problem.