Usually opening another file just minimizes the one you had open and starts a new blank worksheet. You can minimize the open sheet by clicking on the line icon to the right of the blue circle with the question mark.. If you click the x to close the window it will shut down the program. It will ask if you want to save the changes. But to have 2 open try starting a second Excel program and open the file in that instance.
It works for me and helps when you are using dual monitors.