Yup. This is the new "Plug In Window Recycling" feature that forces any effects/synths/etc to open in a single window instead of loading up the screen with windows for each one (something that is usually pretty annoying).
Read scook's link to learn more but you have three options to workaround this behavior (to preserve your current workflow).
1) Disable it as Bob pointed out
2) "Pin" the plugin windows you want to remain onscreen (there is a button at the top right of the Plugin Window that looks like a pushpin)
3) Drag your plugins to the Multi Dock where they will remain active/visible and you can just call up the Multi Dock, click on the correct tab (or scroll through using keybindings) to access them. If they are too large to view in the Multi Dock you can just drag them out of the dock as you need them then drag them back into it when you are done (which is what I do quite often).
If you choose option 3 be aware that they have also changed how Docking works. You have to hold Ctrl as you drag the plugin into the dock (it might be Shift or Alt... I forget and I'm not at my DAW). This was added to avoid accidentally docking which used to drive me nuts so I'm pretty happy with that as well.
There is another option as well using Screensets but I'm not a huge fan of those for stuff like this (and I haven't made any effort to put Screensets into my workflow yet anyway... which I probably should).
Cheers.