Thank you, FichteFoll. With saved project file it is indeed much better since a saved project seems to automatically track which files are opened/closed in it, without the need to update the project manually.
If, however, I mistakenly close a window full of open files without saving them as a project, I feel really stupid and doomed. And it can not be undone!!!
So indeed an ability to Reopen Closed Window would be something "parallel" to the idea of a saved project. And it would perfectly match into the existing functionality of
1. Undo (the level of symbols)
2. Reopen Closed File (the level of a complete file)
3. the proposed Reopen Closed Window (the level of several files in a window)