VS Code will never close a buffer that has changes (e.g. is dirty). In this case, the buffer was closed because the editor was not dirty. You can change this by configuring "workbench.editor.closeOnFileDelete": false
Having that default to "true" is really silly. VSCode is OSS right? That seems like a mulligan pull request to me. I can't imagine anyone is relying on the default behavior as-is.
