Actually Windows 10, which I know is unsupported. But, I have the older version running on a second computer, and on that one, clicking the icons will open a new window, not show the current ones.
and, I listed the explorer as an example. Another one I'm having the problem with is putty, with the following Dock Icon properties:
Link: D:\Program Files (x86)\PuTTY\putty.exe
Arguments: -load abc
Start in: D:\Program Files (x86)\PuTTY
As you can see, it is pointing directly to the exe. The Explorer was only mentioned as an example