How to easily delete a document in Visual Studio 2015?

Document well is a feature in VS 2015 that automatically closes a tab when switching to another tab unless you click the "Keep Open" button on the tab.

I find this very annoying because I often open a tab while debugging only to make it disappear, after which I have to look for the file again.

Is there a way to disable this feature i.e. keep all tabs permanently like VS 2013 did?

I looked in Tools \ Options and also did a quick web search, but couldn't find a way to do this.