Images not downloading when a lot are open - how do I stop this?

I have noticed this a few times recently, when imaging, sometimes all images stay open and sometimes only the last downloaded image stays open. The latter is no problem, however when the former occurs it gets to a point when there are a lot open and then I get errors when the images try to download, disrupting my session.

It seems a bit random whether all images stay open or whether it is just the last downloaded one, obviously I would prefer just the last downloaded one as it avoids the problem that I outlined. How do I make sure that all images are not kept open?

Please see here:

Ensure that the option to use a new window for every frame is not checked.

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Thank you Ken, apologies for not thanking you sooner.