It's simply lazy programming. There is no reason that Autocad should need to open a document upon startup, except that Autodesk wrote it that way.
And it's been the same for years and years now. If you startup Autocad, watching it create a Drawing1.dwg, and then immediately open another drawing, Autocad will automatically close the Drawing1.dwg file. However, this assumes that you do NOTHING - not even scroll the screen - or the Drawing1.dwg file will be flagged as "dirty", and you will have to manually close it.
Note that things in your startup script, such as your ACAD.LSP or ACADDOC.LSP, may also do something that flags the Drawing1.dwg file as "dirty". This is most-likely the difference you notice - in 2004, you weren't doing anything during startup that triggered the "dirty" flag, but now in 2008, you are.