Yes. I do. Selecting "Merge All Windows" does nothing, "Separated Mode" remains checked.
Also, Full Screen Mode applies only to one document at a time. Closing a document takes you out of full screen mode and opening a new document repeats the above mentioned behavior. Full screen mode also hides part of the ruler with the UI, and when the menu bar drops down, it covers the whole top ruler.
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I know this is a small thing but it speaks to being ready to get to work and the program "disappearing" as much as possible. Every time I have to drag the document window up to the top left corner and then expand it I am aware that the program is not ready to work and it doesn't remember my work style. I would imagine I'm not alone, that most users perform the same action with each new document if they have a large screen.