I am not sure if removing workspaces would be easy (and whether it would be a good idea, either), as quite a few features depend on a workspace (if only the "blank" Workspace) being present.
The concept is actually very easy: workspace = collection of projects. Saving a workspace = saving the information necessary to re-open a given collection of projects (has nothing to do with saving a project!)
Personally, I have Code::Blocks configured to "Open blank workspace", and it never asks me to save anything (which is what I want, too).
I prefer to open one project at a time, so I don't really use workspaces, but occasionally it is handy to be able to open two or three projects, too. Takes a snap to switch between them.
Maybe setting preferences to "Open blank workspace" will get you the behaviour you want.