Just downloaded and installed latest PanX build 2361. When I try to quit with no document open (to my knowledge) I get a dialog "You have 3 PanX documents with unconfirmed changes....." I can "Save and Quit". If I click "Review Changes" no document windows pop up to save.
But I am not sure if this is a new one but when PanoramaX has no document open and I switch to another application and then switch back to PanX it creates a new empty document window. Maybe that's the way it should be. I just never noticed that before.