Sorry to hear you are having issues.
If I'm understanding what your saying correctly that doesn't happen when I try it .
I select one open and close it the select another one and that one comes up not the first one.
Would you Please do this PURGE: https://forums.stardock.com/486084/fences-support-faq#reinstalling
Reboot and ReInstall the latest version from your account https://store.stardock.com/myaccount/products/
Reboot , test and report back here please.
Stardock Community Assistant