Yes, if your workspace has the the "Auto-save while browsing" box checked (see the bottom of the Workspaces window), you'll get this behavior that you apparently don't want. You can either disable it for your workspace, or leave the browser when in a workspace that has it disabled. See the documentation for workspaces at
omniweb:/Help/browser/workspaces.html
If you ever need to open OmniWeb in an empty workspace, launching it while holding down the shift key will create a new, empty workspace.