I hate that.
I also hate how it makes new rectangles with a 1pt border. I end up turning off the border, but then having to resize/move the element because it shifted.
It seems like these could be nice preference settings...
On launch - Open (New Window / Previous Document)
On new element - Include border (Yes / No)
The window on launch might be part of Apple's tediousness. I'm not sure, but I think they want an app to quit if there are no open windows.