No it does not make sense.
Each time you do a connection, and while the connection is active the session remains opened. When execution finish it should “die” it selves.
If you have a client doing multiple connections and set keep-alive, session should remain until is explicitly ended.
You seem to have a problem in the session handling. Install latest fixes for your version and if problem remain open a ticket with support.
You should not be killing sessions that way.
#Integration-Server-and-ESB#webMethods#Flow-and-Java-services