Steps to reproduce:
1. With no project open, open some files
2. Open project A
3. Without closing project A first, open project B
4. Close project B
5. The originally open files from (1) are gone

The problem is that when project A closes and all its files are closed,
load_config() gets called which contains

configuration_save_default_session();

This saves the session with all files closed and replaces the original
session.

This patch modifies the code to call configuration_save_default_session()
only when there are some open tabs so the above problem gets solved.

Even though I was worried that this would break saving default session
when all its files get closed and then a project is loaded, it
doesn't seem to be the case (I haven't investigated deep enough why).

An alternative to this approach would be to pass a boolean as a parameter
of quite many functions and propagate the information whether
project close preceded its opening but it introduces a much bigger diff
and makes the complicated session opening stuff even wilder.

Fixes geany#3897.