I have written a small macro for a student which opens a stack, converts it to a Z Project, stores the Z Project image, closes the Z Project image and then processes the stack further. I applied this macro to a folder of images with the Process->Batch->Macro action.

The different behaviour to ImageJ occurs in the macro when the Z Project image is saved and closed. In Fiji a message dialog occurs which complains about the missing image
("There are no images open"). In ImageJ however this macro works.

Here is the script for reproduction which could be applied e.g. to folder of stacks (e.g. a folder with the MRI Example - no image is opened in Fiji, ImageJ):

directory="C:\\"

filename=getInfo("image.filename");
slices=nSlices;//Amount of slices!
run("Z Project...", "start=1 stop="+slices+" projection=[Average Intensity]");
saveAs("Tiff", directory+filename);
close();// Here the possible error occurs!

run("Convolve...", "text1=[-1 -1 -1 -1 -1\n-1 -1 -1 -1 -1\n-1 -1 24 -1 -1\n-1 -1 -1 -1 -1\n-1 -1 -1 -1 -1\n] normalize stack");

setAutoThreshold("Default");
//run("Threshold...");
run("Set Measurements...", "area mean min stack redirect=None decimal=6");
run("Analyze Particles...", "size=0-Infinity circularity=0.00-1.00 show=Nothing clear stack");

saveAs("Results", directory+filename+".xls");
close();

I could reproduce this different behaviour with Fiji and ImageJ on win64 and win32 (on 64-bit maschine).
My OS was Windows 7, Service Pack 1, 8GB RAM, Intel Core i7-2670 QM