LibreOffice is an MDI (multiple document interface) program. There is always only a single parent container for all open documents. This is true no matter what kind of document is open: Writer, Calc, and so on.
When you have multiple documents open and each is in its own non-maximized window, it may appear that each window is a separate instance of LibreOffice; but it is not. All windows still belong to a single parent container.
When you choose File > Exit, you are closing the parent container and all open documents will close.
How to close the active document and leave the others open
You have several options.
Use File > Close. The Close command is above Save in the standard menu.
Click the Close (X) button on the title bar of the document window. If the document is maximized, the Close (X) button on the global menubar will belong to the active document.