1) SR1 does have some issues, but I would recommend SR1 over the Initial Release.
2) The launch link is active if the document is allowed to be used with the defaul client. Sounds like your default client is set to Ajax. You can change the default client on a per user basis in AP by selecting the "Favorites & Profile" link in the upper right of the AP page. You can set the default client for new users in the QEMC System, Qlikview Web Servers, AccessPoint pane.
3) Yes, the close button os working as designed. I think if you search the forum you'll find an extension someone has coded to return to AP on close.