When you try to open a second window, Audacity pretends it can’t. But if I open a sound in Audacity, and Audacity window is empty, it opens a second window! It’s illogical. Also, if you click Save, it has a pretense for .aup format. It all makes negative sense.
“File menu > Open” opens an Audacity Project.
“File menu > New” creates a new empty project.
When Audacity is first launched the project window is completely empty, there is no “history” and no project name, then “File > Open → project file” will open the project in the current instance of Audacity.
When Audacity already has a project open, selecting “File > Open” will open a new project window.
When selecting an “audio file” with “File > Open”, Audacity creates a project and imports the selected audio into it.
I don’t believe that you cannot understand this after all the time that you have been using Audacity.
For in-depth information about Audacity projects, see here in the manual: Managing Audacity Projects - Audacity Manual
This should be fixed.
Please describe clearly what you think is broken.
The next version of Audacity has some changes regarding “opening” and “saving”, so it is possible that “this” (whatever that means) may have already been fixed.