There are three cases to differentiate (taken directly from looking at 
the source code):

1) If you select a recording directly from Remote Buddy's menu, it'll 
close all other TV windows and open just that recording, so that you 
can switch between the things you watch. That's what most people will 
want instead of an additional window being opened when selecting a new 
recording.

2) If you select a new station/channel directly from Remote Buddy's 
menu, it'll close all recorded video playback windows, but will leave 
your TV windows untouched. Again, that's what most people will want 
when switching from watching a recording to a TV station.

3) If you switch channels directly via the remote, Remote Buddy will 
just send a "channel_up" and "channel_down" AppleScript command to 
EyeTV. It'll not change your window configuration.

Best regards, 
Felix Schwarz