The behavioral change for console apps was made because if you run a console app without any breakpoints then any output displayed at the end of the program will go away before you can read it, if applicable. Since this is a common thing the console window behavior was modified to pause at the end so you can review any final output from the program before closing it yourself. Alternatively you just ignore the window and you can start debugging again and it'll auto-close the last window, effectively.
As you mentioned, the only time this might be problematic is if you're starting the debugger and another program is waiting for the program to terminate. The easiest thing to do is to just close the window since this is when the app actually terminates. But if you don't want this behavior and are OK disabling it across the board then go to Tools \ Options -> Debugging \ General
. Find the setting called Automatically close the console window...
and check the box. You'll be back to the old approach.
I'm not aware of a per-project option for this.