As of Feb 1, 2017: Adobe Reader DC changed its interface. Please see newly accepted answer: http://superuser.com/a/1173789/259665https://superuser.com/a/1173789/259665
For versions c. 2015/2016:
In the 15.008.20082 release (July 14, 2015), Adobe addressed this with a setting! Here's how to change this:
Go to Edit > Preferences (or press Ctrl+K) and under “Documents” section, uncheck “Open tools pane for each document”.