Data files automatically generated when last open file is closed

When I have enough file tabs open in a Fiddle to create the bottom scrollbar, trying to close the one on the far right when I'm on that file works, but it also creates a new data.json file in its place. Attempts to close the new data.json file work too, but then another data.json (incremented with a number) is created in its place.

The only way to close the last file tab is by clicking on the one to the left of it, then clicking the close icon only of the tab I want to close, and I have to do that for all files until the horizontal scrollbar is gone.

This happens in FF 35 and Chrome 40.

Data files automatically generated when last open file is closed