UPDATE: Found previous fix, posting for others. Nitro Pro version has changed, but toggle in same relative location.
A registry edit will have to be preformed to enable the prompt.
To perform this edit, please go to the search bar at the lower left part of your screen beside the Windows button.
- enter regedit then Select Yes
- select HKEY_CURRENT_USER> Software> Nitro> Pro> 11.0
- Next select> Settings> Preferences> KPreferences
- on the right side of the screen find kPrefAlwaysCloseAllDocuments
- right click> select modify and change to 0