Working on the list now. So far it's almost every current Native Instruments plug-in that does this. As usual, NI's plug-in support is ..."special." I fast-tracked the NI ones and here are the pains I've found so far:
Pro-53, Spektral Delay FX, Spektral Delay MFX, Vokator, and Vokator FX are all plug-ins that NI discontinued, so they are no longer supported. Their AU versions do reopen, which fits because they're likely Carbon-based.
The Kore Player AU, interestingly, would also reopen as expected, which suggests bad things about its construction.
The AUs Absynth 5, Absynth 5 FX, Battery 3, FM8, FM8 FX, Guitar Rig 4 FX, Guitar Rig 4 MFX, Kontakt 4, Massive, Reaktor5, and Reaktor5 FX would not reopen properly after you closed the window the first time.
If you want to see something freaky, turn on Exposé. After you close the window and hit the "Edit" button again, activate Exposé and watch as a space displays for that window.
Interestingly, I also had a problem with the VST version of Massive — the window would open, but the contents wouldn't populate inside it. It does open correctly in Live, though.
I hope this information doesn't make too much new work for you.
(MBP 2.6GHz, 4Gb RAM, 1920x1200 scrn, 250Gb disk 80% full, and no talent)