I started using Amorak in some other distros. I like it. When I first started it in VL 5.8, Amorak did exactly what you described. If you look in lower toolbar next to the time display you will see an icon for Amorak. Click on that once and the program comes up. Don't really know why it did that but it is running in the background with no open window. I am not sure this is your problem but try it again and see if that icon appears.
The default behavior of Amarok is to minimize to the system tray when one clicks on the Close button. IIRC, it is possible to change this behavior somewhere in Amarok's preferences.