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We have a few bugs on this issue... things like:
<bug://bugs/43321> (If perspectives window is open on launch, clicking the dock icon reveals the perspectives when no windows are open)

We won't be able to change this for a while, but in the mean time I'd suggest seeing if the Perspsectives Menu can do what you want. We've made some improvements to the menu to make it behave a little more like you're expecting, as it tracks the active perspective on the current window, and has other operations that pertain to the current window.