I also noticed this behaviour. It's quite comfortable if you have a small display device, it's quite ennoying if you want to switch back to gimp from another window. I remember that you can close this tool window, which could be a workaround. However, before doing that, you should find how to make the window come back!
haha very annoying sometimes when you're so use to working on a program with just one window.. and with graphics one would prefer the window maximized....
i think Gimp devs should use tabs instead of separate windows or just have an option where on can either attach the tool/layer windows to the main windows (and work like Photoshop) or float them like default, but tabs would be another alternative
i guess the Gimp devs just wanted Gimp to be a bit different from Photoshop