I'm not sure this can be fixed... by design if you leave a browser window open and press Preview, Construct 2 will refresh that window instead of opening a new window. If you change the preview browser and preview, then close it while leaving the old browser window open, Construct 2 can't tell whether it should launch a new browser window or refresh the currently open window.
It was tricky to get Construct 2 to refresh an existing browser window, and the method it uses to do that is browser neutral (i.e. doesn't take in to account different browsers). So I think it might have to stay as a quirk. I suppose just remember you close browser windows before switching preview browser.