The Windows version uses a single window (I think? Haven't used it on Windows in awhile). I actually prefer the multi-window approach on GNU/Linux because it makes it easier to use dual monitors, and virtual desktops / tags make it pretty simple to manage.
The old GIMP style multi-window approach would have been OK if they'd bothered to make tool windows stay on top of the document window like in Photoshop. Instead you had to carefully arrange everything to not overlap. I don't know if they ever fixed that.
But yeah it looks like Dia has a more sane UI now on both Windows and Linux.