I think what's a bit inconsistent is, that a user can open as many empty untitled documents as he/she wants if other, not empty documents are opened. But that's out of scope of this PR.
Opening lots of empty documents is not an encouraged use-case, so I wouldn't worry. Unnamed documents have no filetype and so most of Geany's functionality is missing, and even if the user manually sets the filetype, they still need filenames for some functionality.