This just doesn't fit with the normal feel of OS X applications, where the app lives on in the dock and with a menu bar. When I want to switch projects, I often do the following:
- Close project A.
- Open project B.
This feels like a "clean slate".
I would suggest either that no windows are open, only the menu bar, or that you continue to display an empty window.
(I know that Linux and Windows applications typically feel different. Not asking for changes there.)