When you open a session the GUIs of the softsynths will automatically open on top of the main window whatever their previous state are ("show gui" or not) when you saved the project.
Unfortunatly there is no way to close them and it's a big pain because you have to move them outside the screen (in fact you can't even put them on another viewport as they seem stupidly bound with the main MusE window).
This happens with XFCE4 (wich is quite reliable in itself) and with other small desktop environnements like Afterstep/windowmaker/etc).
With KDE this behavior doesn't appear, i don't know for Gnome but if there are so few people reporting this, it's likely Gnome is not affected ??
This is a very ancient "bug" of MusE and was in fact already reported and closed due to lack of information : https://sourceforge.net/tracker/index.php?func=detail&aid=1191335&group_id=93414&atid=604222
I suspect the guy was running KDE and was unable to reproduced it.
To reproduce the bug its very easy. Simply open one of your projects that have some softsynth or create a dummy session with some fluidsynth instances, make sure the GUI are closed. Save it. Then reopen it under XFCE4 you will see that the GUI are now all open and you cannot close them easily (they seem to bypass the usual window management).
In real life situation when you have quite a few instances, its a lot of hassle to move them all outside the screen to be able to see the main window.
NOTE: this happens too with the marker view sometimes. i don't know why.