Provide a Start Page
Like for example Visual Studio, with options to create new project, open project plus a list of recently opened projects. The current behaviour (automatically open -- but do not run -- most recently used project) is counter-intuitive because, seeing a list of servers to pick, I expect it to have started a new project and proceed to trash my existing project!
The project list page available as an alternate startup mode described by David Atkinson already provides this functionality – if this isn’t working for you, please submit a new, more specific request!
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If you click on what looks like a file/open button (second on the toolbar), it will open a list of saved projects. There is a checkbox on this screen to make this open on startup. This should hopefully serve your needs.