Currently, if there are no windows open (on Mac at least), cmd+n does nothing. You need to press cmd+shift+n to open a new window. I don't see why cmd+n shouldn't do the same as cmd+shift+n in this situation, and that would be handy for Mac users' muscle memory.
[Edit: This could be rephrased as: "cmd+n should do the same as File->New File when no window is open"]
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