if you're a keyboard junkie, you might have mistaken to close that Visual Studio Tool Window (resharper's find usage is a prime candidate) with an Alt+F4 keystroke and when you don't have any changes to save, your slow VS which took you almost a minute to load is now closed.  Next time, just hit Shift-Escape.

On another note, most MS Excel user will click on the upper-right most X button to close a particular document only to find out that it will close all instances of Excel document.  Worse, they might have mistakenly clicked No to all the save options messagebox therefore losing any changes to some of the documents.  The lower X button is the way, if you're a keyboard junkie, Ctrl+W or Ctrl+F4 will do.