Why does my Finder window close when I eject an external drive?

Why does Finder window close when I eject an external drive sometimes? It's still in the menu system, but no open window to toggle to. I was not in any folder on said external drive, but in the Documents folder - I am not even in a folder on the external drive being ejected..

I don't want it to close

Please advise.


Before ejecting drive click on any other drive and then press eject, window stays open,