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There is no single "main" UR window per se (there is one main window for each open database). The saved pane/toolbar configurations for a given layout apply to all windows (databases) later opened within UR. UR saves the configuration for a layout when switching between layouts and when the last UR exists (using the window configuration of the last closed database [even if that window is minimized]).
If you have multiple databases open and use File | Exit to close UR, it's a bit ambiguous as to which will be closed last (and its configuration saved). To ensure your changes are saved, either make them with one database open, or close (not minimize) all other windows/databases (File | Close) before exiting UR. Also, there is no "close to tray" option in UR (perhaps you have 'Tools | Options | General | Close button minimizes application window' checked).
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