The option to only have one program opened at once is in "advanced, other, perfomance options (after enabling advanced options".
I strongly feel it is more logical to only have one program opened by default. Also any other file should be added to the play list by default. If some think having more than one VLC media player opened at one time is useful then they could change the options.
But by default, all new files should not be opened in a new instance.