+1
Don't close project window
If you hit Cmd-W a bunch of times to close all open files, ST2 should not close the project window if there are no more files open. In other words, Cmd-W should close files, but not the project window.
ST2 can close the window if the window is not associated with a project. For instance if the subl command line tool was used to open a file or directory.
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ST3 does this, I'm now looking for the oposite..