I love note blocks in EG projects. It was one of the truly inspired additions to SAS interface. Too often I have seen code that was not commented and I could not reverse engineer. Some plain English discussion of the purpose would help, and sometimes the discussion was too large to fit in a comment block within the program itself. The same goes for notes for interpretation of business data and process rules, where embedding these in the program was impractical.
However, each note has a context, it relates to a particular process or step. Would you want them to all open up when you open the project? That might cram your screen a little. Having project items populate to the desktop when the project is opened might be a possibility you could put to SAS, but I think it might cause more problems than it fixes.
I'm sorry I can't suggest anything else, but personally, when I work on a large project, I prefer to open and close the bits I want as I need them.