Typically, settings and history are only persisted under certain circumstances
such as closing down the application. Thus, when executing the New Window
action, the new window may not gain all the settings and history of the parent
window. Consequently, closing the parent window before closing the child window
could result in a loss of settings and history state (though this is always the
case since the last window to close wins the race - but it is more intuitive
this way).