Some people have been asking why this happens with SpamSieve 3 (when it didn’t before) and how to stop it. SpamSieve remembers all the open windows between launches. So if you leave the Settings window open when you restart your Mac, SpamSieve will remember that and re-open it. Or, if you close the window before restarting your Mac, SpamSieve will remember that, too.
Separately, if SpamSieve is already running and you try to launch it again or click on its Dock icon, if no other windows are already open it will open the Settings window. This is to avoid confusion where it looks like nothing happened when clicking on the app, and it also makes it possible to access the settings even when the Dock icon and menu bar icon are both hidden.