@leocg That's right yeah. That's a shame if that's expected behaviour.
Even when I close down the first window, the second window exhibits the same behaviour and closes when the last tab is closed too.
It only goes back, resets, to how it should be, by going to the Speed Dial page when the last tab is closed once I re-open the browser.
Oh well, thank you for your time, it's just unfortunate that this happens, but at least it's clarified that it's normal behaviour.