Thanks for sharing this problem.
This isn't by design, but it is a known problem. Basically, we'd need to do a whole heap of closer integration with the VS UI to be able to fix it. The major drawback of this is that when a new version of VS is released, there's a very high chance that NCrunch would break. Because this is somewhat of an edge case, the best option for us so far has been to simply leave the problem be. You'll still have coverage markers on one of the windows, so the information is still available.