Preview accessing closed files (El Cap 10.11.3)
Are you sure that Preview is indeed not running as opposed to not visible? (CMD+W vs. CMD+Q)

As for an image explaining what I mean, refer to this: http://geek-and-poke.com/geekandpoke/2013/8/24/the-one-and-only-difference-between-os-x-and-windows



Update: 

example output for non-running Preview:

ps -ef|grep Prev
502 46649 46541   0  8:58PM ttys000    0:00.00 grep Prev


example for running Preview:

ps -ef|grep Prev
502 46655     1   0  8:58PM ??         0:01.16 /Applications/Preview.app/Contents/MacOS/Preview -psn_0_11016833
502 46656     1   0  8:58PM ??         0:00.01 /Applications/Preview.app/Contents/XPCServices/com.apple.Preview.TrustedBookmarksService.xpc/Contents/MacOS/com.apple.Preview.TrustedBookmarksService
502 46661 46541   0  8:58PM ttys000    0:00.00 grep Prev