I think the issue here is that you are expecting it to work like a MAC ?
On a MAC opening SketchUp [or any SKP model] creates one “instance” of SketchUp.
In this “instance” every SKP opens and runs, so closing a SKP does not close SketchUp.
You must choose to do that quite separately, closing SketchUp will close all current SKPs.
On a PC it works differently.
Opening SketchUp from its exe, or opening a selected SKP file via a Windows file-browser, then it either opens a new ‘empty’ model using your default Template, OR it opens the selected SKP.
This instance of SketchUp is devoted to just that one model.
If you open another model from within that instance of SketchUp - either using File > New, or selecting a SKP from a SketchUp file-browser - then the preexisting model is either discarded, or it it has been changed but not saved you are first prompted to save it, before the second model opens.
So in this scenario there is only ever one model in one SketchUp.
BUT if you open another instance of SketchUp whilst it already has an instance open - e.g. by double-clicking its exe icon again, or by opening a SKP model through a Windows file-browser - then a second instance of SketchUp is created for that second model.
In this way you can have several SketchUp instances open, each of them running their own model separately…