New
#11
OK, after awhile I was finally able to reproduce this, but note it did not always reproduce, so it seems like a timing issue. When it worked, I was able to close all documents opened (I had 5 in a folder) without issue, but when it reproduced the issue and I was unable to CTRL+F6, I got a message (on every document but the last I tried to close) that normal.dotm was open in another session, and did I want to save anyway. It would seem that opening each document separately from explorer in your case avoids this, but on your systems you have apparently a timing issue that causes each instance to open too fast, and thus normal.dotm is probably still locked by the winword.exe process. I also noticed during process startup (via procmon) that if the file is locked, it appears Word spawns a new instance of winword.exe, which would explain why CTRL+F6 doesn't work across documents (you can only CTRL+F6 in documents opened within the same winword.exe process).
It's not a bug, it does this to make sure you can open the documents you requested - the issue comes down to the fact that Word does do a file lock request on normal.dotm for template data when you open a Word document, and if you open too many too fast, you will end up with multiple processes (rather than all documents in a single winword.exe process) to avoid document layout or corruption issues. The real "fix" is "user education", aka "don't do that" :).