Yes, all of an app's windows are subject to a crash. On the other hand, it also allows for vastly more efficient use of memory.
I wouldn't call it bad design, but I see where you're coming from. This is one of the fundamental differences between Windows and the Mac OS. You CAN launch multiple instances of an app in OS X, but doing so is not usually a good idea. Mac OS is application-centric, not window-centric.
Having said that, in those cases where you really do need to load a second instance, there are two approaches you can take:
1. Duplicate the application in the Finder, then launch the duplicate.
2. Launch it from Terminal. Here you need to know where to find the actual executable file of an application. Mac OS X apps are usually actually folders. So for example, if you wanted a second instance of Preview, you could do it like this:
Code:
/Applications/Preview.app/Contents/MacOS/Preview &
The "&" at the end tells Terminal to run the process in the background, so you can enter other commands in the Terminal window. You'll still need to keep the window open as long as you want to use Preview, but you won't need 1 Terminal window for every app like you would without the "&".