After I close a project (via Project menu->Close Project), I get a new blank file, but the tab (saying untitled) for it is missing. See attached photos. This is on Sublime 2, build 2181.
This is by design - you'll see the same thing if creating a new window, for example.
If you start editing the file, a tab will be assigned to it. Alternatively, if you open a different file, the current transient one will be automatically closed.