It's not a bug but I think you are right, it's not desirable.
The only real use for the console window is to a) show that you are debugging and b) to display trace messages.
I use it a lot for debugging the AVM/Cylon interaction - but I think that's a pretty specialised activity
I've removed the code that explicitly displays the console, so that it behaves as a normal tool window with standard VS toolwindow persistence.
You'll still be able to display the console using View | Other Windows | Amethyst Console.