Adobe XD closes when I close my laptop screen

Whenever I work in Adobe XD and I close my laptop (I don't shut it down or hit any button, just close the screen to take it with me) it tries to close Adobe XD. When I next open my laptop I get a 'Do you want to save changes?' message.

If it wasn't the last program I had open and it was minimised or in the back, it shows the Adobe XD icon in my taskbar as if it is not launched. Then when I click the icon it suddenly appears it is still open with my last docment and shows the save changes message. When I have several documents open, it will keep doing this. If I close one of those documents, it again appears as if I shut down Adobe XD. But if I click the icon again, it shows another document I was working in and displays that same message.

Thankfully it is not a huge issue as it hasn't happened to me yet that it completely shut down without requesting to save changes making me lose work, but it is still strange and can lead to some moments where I'm worried I lost work. 

I use a Surface Book 2.

Anyone else have this issue and know what to do about it?