Become a MacRumors Supporter for $50/year with no ads, ability to filter front page stories, and private forums.
It's not an issue. If you close all the pages in Safari... then Safari will quit running in the background when you close it. Upon opening Safari again is like re-launching it instead of just bringing it to the front. The default behavior when you open Safari for the first time on a blank page, it gives you the bookmarks. This is not an issue or a bug, it's just the way it was designed.
 
Register on MacRumors! This sidebar will go away, and you'll see fewer ads.