Making an open window auto-close when the folder to it is deleted?

Hi, one thing that's bugged me for a while about Windows 10 is that when I delete a folder and I have that folder open in another window, instead of that open window auto-closing (like it used to do on Windows 7) it instead takes that window up a directory.

Am I not seeing an obvious check box that can resolve this?
Any help would be greatly appreciated and I apologise if this is a really simple thing to do :)

I don't seem to remember that being the case on 7, but will allow for error.

If there is a change that could be made for this, I'd be interested too, just not sure there is.

Well, I guess there isn't a change for it. It's a shame, I really don't like how it works as I work on multiple folders/windows being open at once. Once I've finished up deleting folders, I end up with around 20+ windows minimised to the same location, so I then have to close them all off one by one. Ahh well.