"are used to" does not mean that a workflow is optimal or even remotely "right". People were used to semi-transparent menu items and pinstripes too, and I really can't see that as having been "right"
"If someone choose to close an app, then it most probably means that the user doesn't really want to see the document when the apps starts again." No, it does not, at least not for everyone. When I shut down an app it means I am done with it for the time being and don't want it sucking up resources while I'm doing something else. I mean, there is already a completely functioning way to say "I'm done with this document", which is to close the window.
9 times of 10 (roughly), when I bring an app back up, the very first thing I do is visit the "Recently Opened" list and re-open what I had open in it before, and scroll to the place I was at, etc. It's a major pain to get things back to smooth working order again.
The apps that I love the most (IntelliJ, for instance, or Firefox) do this for me. I'd love the whole OS to support it.
Yes, there is a workflow change, and if you want to treat all workflow changes as potential security holes I suppose you could kind of make that case. But, IMHO it's a much better workflow that we are transitioning to, so I'd rather take the "change" pain now and live with the better workflow than be stuck like Microsoft in a workflow from the 1980's forever because the day it would take to train my fingers to close windows instead of apps was just too much to bear.