There are actually many security issues, depending on the situation. Imagine being at a customer premises. You want to open a file, word comes up and shows a document that belongs to another customer, because that is what you have been working on before. The document can be read from everyone present.
If you are done with confidential material, close the window.
I agree that it would be nice to be able to say "Open this app clean" as well as only being able to close windows before you close the app, but that's also a really easy third-party app to write if Apple doesn't provide it at the OS level for you.
There have been many bug reports on that and Apple acknowledged the issue! Another issue is that if someone gains access to the cache files, he can easily find what you have been working on.
As opposed to, say, the files already on the disk, the MRU list per app, etc.
If you are working on something and need to be covering your tracks from first-level disk analysis (ie, not low-level analysis, just looking at what the file system tells you up front) then you have a lot more to worry about than the Resume feature ratting you out.
Apple wants from us to always remember how we should proceed with a document and decide before closing an app. that totally changes the way we work.
Change, yes. But, I don't see how forcing one approach (you can not close the app until you are done with the document) is better than forcing the other (you must close the document when you are done with the document). I see the latter as intrinsically better in a document-oriented OS, as it better links the effect on a document (you are done with it) on an action on the document (you close its window) instead of on an action on the application which happens to be editing it.
Again, yes it is a change, and some people will have embarrassing situations no matter what change is made to any system anywhere.
I quote a post on the Apple beta forums:"Fully agree, especially the security risk (both shutdown/start upas well as starting an app and opening windows). I do salary planning and the other day started an app and voila the last salary plan I had worked with came up. If i had been at the office it wold have been a MAJOR issue."
Again. This is a security risk ONLY DURING THE PERIOD OF CHANGE. It is not a move from a secure system to a less secure system (you could keep that app and that window up but obscured by Safari windows currently, and have it pop into view when clicking the dock icon or opening another document in the app). The move has nothing at all to do with security.
). If I'm reading something in Preview and then go do something else, which inevitably involves opening something else up in Preview, I already am in the habit of using Cmd-W to just close the window instead of Cmd-Q to close out all of Preview. Same can be said for Quicktime and Firefox. When I'm done with something, I close that window, not the whole app, because usually when I close the app I'm going to lose state on something else I was doing before I got distracted 
