Options (Environment - General Page)
Applies to: 
SQL Server
Azure SQL Database
Azure SQL Managed Instance
Azure Synapse Analytics
Analytics Platform System (PDW)
Use the Options dialog box to configure Microsoft SQL Server Management Studio startup actions, general window management options, and other general settings. On the Tools menu, click Options, expand the Environment folder, and then click General.
Close button affects active tool window only
Specifies that when this check box is selected, only the tool window's focus is closed and not all of the tool windows in the docked set. By default, this check box is selected.
Auto Hide button affects active tool window only
Specifies that when this check box is selected, only the tool window's focus is hidden automatically, not all of the tool windows in the docked set. By default, this check box is cleared.