I have been able to reproduce this on High Sierra with both 0.9.18 and 0.9.991
- right-click on single file and select Save As
- close Sigil window and everything looks fine (i.e., all windows are gone)
- click on Sigil icon in Dock or open new epub (with right-click or double-click)
- Save As dialog box re-appears and the only way to get rid of it is to quit Sigil