It looks like you've bumped into one of the annoying parts of a Zoomer enhancement. If you give yourself the oportunity to shut down an application, you then have the responsibility to be aware of and manage those applications.
In your GEOS.INI:
will give you the resizable windows without the responsiblity of managing which applications are open. GEOS will shutdown background applications and save their state files (except for Kerry's apps, he doesn't like state files and doesn't use them).
In this configuration, tapping on the "close window" button (upper left of window) will not shut down the application, but will send it to the background. One never actually shuts down an application unless the author specifically installed an exit option. As new applications are loaded, the background ones are shut down and their state files saved.
GEOS will never trouble you with shutting down an application, and you'll never accidentally "exit to DOS" because GEOS will always keep *something* running.