If the GSX Control panel says the simulator is not closed, then it IS not closed.
It takes a while after the icon in the Taskbar has disappeared to *really* free all resources, close all files and stop all the started add-on, and this time is usually longer if you have many add-ons installed and lots of RAM taken.
If the button still doesn't get active after a while, like a couple of minutes or so, it's possible one of your add-on is preventing the simulator to really close so, you don't see its icon anymore, but it still running. In this case, a Windows restart will surely fix this.
