I am on mac and just figured out this issue. When I first open evernote its displaying all notes, when Ipress the green + sign it opens a new window.
I noticed i had it set In evernote general options to: by default place new notes into the following notebook "evernote"
If i change the top dropdown from "all notes" to "evernote" then when i press the green + it opens in the same window without creating a new window.
Hope this helps someone :)