Thank you for your post!
When you run a script from a different/remote file with Perform Script the Second File is opened to run the script. This does happen in both FileMaker Pro and FileMaker Go. In Pro, after running a Perform Script (for a script in a remote file) you can go to the menu Window > Show Window > See the Second File's Window (it's just hidden). If you do not want this Window to stay open, just add a Close Window script-step at the end of your Remote File's Script.
I hope this helps!
Kinda... it didn't happen when I developed it, weird.
I hope there is a way to check if the window was open before, otherwise I might close a file that should have been kept opened.
Strange behaviour though. I'll add it to the list of features of why I should not use filemaker for serious projects.