Trying out lyx 1.6.0beta3 (texlive-latex-2007) on Gentoo Linux, with the option "Load opened files from last session", the order of files in the tabs are not preserved but all alphabetically sorted. I suppose preserving the tab order would be a good idea, as what version 1.5 did as I remember.
Another feature is that when a master document is closed, all its child documents are closed also, even when a child document is open before the master document. I suppose it is a smart feature, but sometimes too smart. Is there any way to disable it, or having a prompt before closing all the child documents automatically?
