Why is it that it comes up in four separate windows?
Same as old Delphi IDE. This is probably the main reason why.
I work with source code most of the time, so I have two code editors on two screens (stretched across entire screens) all the time. It doesn't waste space on displaying windows I don't need at the moment. And if I need to use any window that is not visible, I show it from the keyboard (and close it after use so it doesn't get in the way).
Because the IDE consists of multiple windows, I have complete freedom as to their layout and visibility, I can work efficiently and conveniently, almost without touching the mouse. This is one of the many things I love about Lazarus.
If I minimize it I have to open them all separately.
Only if you minimize any code editor window or the form designer. Minimizing the entire IDE hides all its windows, and restoring shows all (those that were visible before minimizing IDE). This behavior is dictated by the operating system and works as designed.