It closes after the song is loaded, not directly after double-click on a file.
Btw on osx 10.9.4, the save-changes dialogue always appear, too, no matter if the song was saved before exit or not.
Quite likely a bug in OSX. Started to happen in one of the latest OSX updates.
Re “save-changes dialogue always appear”: some XRNX tools may cause this.
Hm maybe would be fixed if supporting the lame OSX 10.9 versions?