I think that the auto connect to last server(s) should be disabled. Or maybe an option to disable it.
If you don't want to the Remote Browser windows to be restored go to the menu: Tools->Settings. Then in the Interface dialog change the "Restore" option.
If you want the Remote Browser to be restored but prevent SmartFTP from connecting you need to change the cache expiry settings in the menu: Tools->Settings Cache dialog. Set the cache to expire after x days instead after every session.