Hi,
Please try manually running commands like ‘detach’ or ‘disconnect’ in the GDB session window and see if any of those ends debugging with resuming the target.
If it does, please configure VisualGDB to use that command on exit. If it does not work, please try enabling the GDB logging on the Advanced GDB Settings page of VisualGDB Project Properties. Then try ending debugging and check the last commands shown in the gdb log.