Michael Swart notes that undocked query windows now feel all grown up:
The March 2016 Refresh (13.0.13000.55 Changelog) updates SSMS to use the new Visual Studio 2015 shell. Part of that change means that undocked windows are now top-level windows.
Top level windows are windows without parents so the undocked window is not a child window of the main SSMS window (but it is part of the same process). And so it gets its own space in the task bar, and participates in alt+tab when you switch between windows.
Also these undocked windows can be a collection of query windows.
One reason I rarely used child windows is that I’d undock something, switch to a browser tab underneath, and then switch back and watch the undocked window pop over my browser tab. This sounds like a good improvement.