Not sure about Mac but there's an option for that in the windows version at least.
Tools -> Preferences -> Playlist and Instances
"Allow only one instance" and "Use only one instance when started from file manager", uncheck both to allow more than one window at a time all the time.
Tools -> Preferences -> Playlist and Instances
"Allow only one instance" and "Use only one instance when started from file manager", uncheck both to allow more than one window at a time all the time.