Currently, closing the editor with its close button only hides it as it
is the case with any other widget of the GUI. Consequently, open editor
files stay open and are still tracked for changes from external
applications (showing up the message box while the editor remains
hidden). When the editor is shown again, it comes up in exact the same
state it was before closing.
Of course, this might confuse users since closing other editor
applications generally closes the files that where opened in the editor.
Personally, I think the behavior of the editor widget conforms to the
other widgets. In the case of external file changes, the editor could be
shown again (with focus on the changed file) together with the reload
message box. Alternatively, all files could be closed when the editor is
closed in order to have the same behavior as with other editors.