How are you terminating the path when you've dropped the last point, so that the Pen Tool can know when you want to start the next one?
I'm not having any problems getting the Pen Tool to make separate, disconnected paths. I hold the Control key down and click anywhere after I've dropped the last point. The Points and Bezier handles disappear to indicate the Pen Tool is ready to start a new one.
The paths close okay for me if I get the pen close to the starting point. How, specifically, are you expecting to close them?
The Pen Tool seems far more responsive (quicker) than in prior versions... I wonder if there was a subtle change to make it more responsive that interfered with the click timing you're expecting.
-Noel