I have found an unsatisfying semi-solution to the problem.
In Tools - Options - Environment - Documents set a checkmark in Show Miscellaneous files in Solution Explorer.
This will show the sql files in Solution explorer. Select the files and delete them and say NO to save.
I would love to have a REAL solution to the problem.
Glad to see there is a fix pending for this annoying feature, however there is another work-around, if you save all your working files then use Window / Close All Documents, then the invisible sql query windows get removed, and you are then able to proceed with checking in project files etc. without being bothered about the query windows.
醉了~ 这个bug都持续一年了，到现在的15.4.2版还没有修复~ 有这么难修复么？
This issue has been fixed and is now available in our latest update. You can download the update via the in-product notification or from here: https://www.visualstudio.com/vs/ Thanks to everyone who provided feedback, votes and solutions for this problem.
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I have installed the fix by upgrading to the latest version of Visual Studio. The issue is still not fixed: