When you have finished teaching a lesson, it doesn't close automatically for the students who are logged in. This feature allows you to resume the lesson if necessary without asking your students to log in again, saving you some time.
To truly close a lesson for everybody, click on Close the lesson in the top right corner. However, a LessonUp lesson will close by itself after two hours, unless you are in teaching mode. LessonUp lessons also shut down if all students have left the lesson.