I hit this problem often when interacting with some Apple applications, mainly Messages and iTunes.
After starting a song with iTunes, to clear my screen and get back to work I close the iTunes window with CMD-W. The iTunes application is still running in my Dock and playing music.
After some time, I want to switch to a different album. I CMD-Tab to select the iTunes application. iTunes is focused in the menu bar. But no window is shown, because I previously closed the window.
This workflow occurs for all apps, and is not usually a problem. If I switch to Safari and no window is open, I simply press CMD-T or CMD-N to open a new tab or new window.
With iTunes, I press CMD-N and nothing happens. No iTunes window is created or shown. The Application is focused, but the main window is not re-opened if it is currently closed.
I end up clicking on the Dock, which (in addition to focusing the application) opens a new iTunes window if that window was previously closed.
This breaks my (usually more efficient) CMD-Tab workflow. If I'm forced to click the iTunes dock icon, I may as well just click the dock icon from the start and forgo the keyboard shortcut.
Messages has a similar problem. If I receive a desktop notification and use CMD-Tab to open Messages to respond, the application will be focused but no window will be opened. I can press CMD-N, which in Message's case does open a new window, but the "new message" cell will be opened rather than the existing conversation I had open and now want to respond to.
When clicking the Dock icon or opening the app via a Spotlight Search, if the main window is not open then it will be re-opened. Is there a way to force this behavior for CMD-Tab app selection?
How do I show the main window when the Application is focused via CMD-Tab?