Hmmm, I have a similar problem (with Windows 7).
I just had a 3-4 apps open in W7 including notepad.exe then I was 'doing some gesture' on my trackpad and all the apps closed (even notepad, which should have prompted me to save, since I had unsaved changes, but it didn't, so they're lost!).
Very strange, have had this on another W7 VM too.