Surface Pro 4 closing windows by itself

I purchased a Surface Pro 4 about a year ago. The issue I'm having with it is that if a window is left open, be it a browser, a folder, etc., the "x" in the upper right corner will start to blink red. If I ignore it, the window will close after a while. The device has been doing it since I got it. At first I didn't notice it because I was actively using it so windows were left open very long. After I noticed it, I thought it was probably a bug that MS would get around to fixing. There were so many other issues I had with the device when I first got it and slowly MS released updates that fixed one problem at a time. Now, pretty much everything is working smoothly except this.
Does this sound like a hardware issue? Has anyone else heard of this? Is there anything I can do to fix it?
Thank you for you advice!
-Timothy

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