Is it making me lose sleep? No 🙂
But it *is* a bug, as far as I'm concerned, because in maximizing my screen real estate, I often keep the SQL Editor closed (or at least do frequent toggling of it open/closed via the keyboard shortcut), so it's inconvenient.
Plus, I believe it's non-intuitive that closing the window would disable View Data functionality.
So, not a big deal, and I really like the editor, but since you asked… 🙂