You can literally keep 100 windows open if you need to.
I assume you're working in the large "all in one" Arrange window, with the Piano roll open at the bottom. I don't know why the Piano Roll closes after a change in the Event list - that doesn't happen here.
Why don't you just open a new standalone Piano roll window:
Go to the main Menu bar in Logic.
Click on the Window menu and select Piano Roll.
Re-organise your screen so that the Arrange and new Piano Roll both are visible.
Better still, do this in a new screenset - that is Logic's secret weapon and many folks don't use it.
Go to the main Menu bar in Logic.
Click on the Screenset menu and select Duplicate.
A dialog will open suggesting the next vacant screenset. You can even name the new screenset here.
Use the new screenset for the differently sorted windows. Your original layout then remains unchanged in the original screenset.
Hope this helps....
PS
I just had a thought...
Maybe you did have a standalone Piano Roll window open already. When you click and adjust the event list, you're probably just bringing the arrange window to the front and covering the Piano Roll. You could use Exposé (default shortcut F10) to show all open App windows.