Not real sure what you are looking for - why would you want to open a new query without a connection?
Or, are you looking for a way to open a new query and get prompted? And, when you use 'New Query' it does not prompt you for the new connect? If so, there is a button right next to it called 'Database Engine Query' - click on that one and you will be prompted for a new connection.
If you really want a new query window with no connection - create a blank file and then use Open | File Disconnected and you will have a blank query window that is disconnected.