I know you haven't posted anything here yet, but my autoupdater found (and I grabbed) the update.
Closing one window closes all instances of Sublime Text.
To reproduce:1. Open 2 windows of ST3.2. Close a window.
Tested on W7 x64.
I'm seeing the same thing. It doesn't matter how I try to close the one window. Clicking on the X, or the close window menu item results in both windows being closed. Re-opening sublime text opens two windows every time as well.
Fixed in 3028, thanks for the report.