I edit mail in Mail all the time. and you certainly don't need to close one program to use another.
Then you surely must have found a means, for example, to transfer personal toolbar editing macros from Word and to more easily access Thesaurus, in which case I'd be most happy hearing from you, being dalehileman@me.com
Actually I try not to inadvertently close any I am using but I do find it more difficult (even tedious) in Mac switching back and forth between windows, especially if they're in different programs