I very much like the feature of automatically connecting to an environment, but more often than I would like to admit I find myself doing changes in an environment where I do not intend to. This is partly because the environment that is opened doesn't stand out that much.
When opening (for example) a TST environment, the next time you open service studio, the TST environment will be opened (instead of the DEV environment, which was opened earlier).
I see two options that might prevent this.
1. Enable configuration per environment (in 'Manage environments' to enable/disable automatically connecting to that environment). You would probably want this for all non-dev environments anyway.
2. Set a fixed environment to automatically connect to, instead of the last environment. I think it's true for a lot of developers that 95% of their work done is in one environment.