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You are looking at the docs for Sublime Text 1 not the current version. Version 2 docs are at

You might be interested in the Origami plugin which allows arbitrary splitting.

If TextMate is better than Sublime Text, why are you here and why do you care?

Kickstarter or similar isn't a bad idea as it removes the risk by securing the funds first before taking the action of open sourcing. But I guess it all depends on how successful the current closed source business is and is expected to become versus how much the crowd is willing to pay to set the sources free.
It's already there. File->Close all files. And personally I have this in my key bindings:

    { "keys": ["super+shift+w"], "command": "close_all" },
My guess is that some plugin has key bindings where a key combination that starts with super+c is used.

Open up a terminal and run the following command and you'll see which one it is:

find ~/Library/Application\ Support/Sublime\ Text\ 2/Packages/ -name "*.sublime-keymap" -exec grep -H "\"super+c\"" {} \; 

Just tweak it to whatever you want in your user keyboard bindings. I have mine as

  { "keys": ["ctrl+§"], "command": "show_panel", "args": {"panel": "console", "toggle": true} },

on my Svorak A.5 keyboard.

FYI, there's an easy workaround for this issue with the help of pythonbrew:
  1. curl -kL | bash
  2. source "$HOME/.pythonbrew/etc/bashrc"
  3. pythonbrew install --configure="--enable-unicode=ucs4" 2.6
  4. ln -s $HOME/.pythonbrew/pythons/Python-2.6/lib/python2.6/ <your Sublime Text 2 folder>/lib/python2.6