Great question! This might solve a long-standing issue for me, too. I've never liked keeping my main wallet open when I shut down the program. I like closing the wallet, then the program. That seems safer to me. But then, when I restart the program (and wait for it to sync) then re-open the wallet, it has to re-sync all over again from about March, like you say -- and that takes forever when you're waiting to do a transaction. I've been told, "Just leave the wallet open when you close the program." And now I do that. But I'm still not comfortable with it.
I don't think there is any problem leaving them open, when you close MultiBit, it closes every open wallet before shutting itself down.
The issue remains though and in my case is compound by the fact the I can't have all of them open at the same time or otherwise sync never ends, it keeps resending bloom filters over and over again and it take 30-40 seconds each time it has to recalc them!
spiccioli