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So...

The nice thing about the history menu containing recently closed windows is:
  1. it is predictable--no guessing about what the user meant and
  2. it is discoverable--the history menu is where you probably go already

I have considered adding undo to the workspaces window, but it lacks the discoverability--unless you were really paying close attention to the edit menu while clicking on the workspaces window, you wouldn't notice that Undo was suddenly enabled and the title had changed to "Undo Close Window" or "Undo Close Tab".