I tried it with the Sweethome3D help window and that closed when closing Sweethome3D.

So I tried it again with the Wiring help...

and this time it closed when I closed Sweethome3D. The only difference was that I had a really huge project open when the 'bug' occurred and this last time it was a very small project. I'll regard it as a weird fluke on my system and not a bug in the Wirings plugin.