Hi,
I found out (and this works also on our 740 System), that if the HTTP Handler is set to statefull:
server->set_session_stateful( stateful = if_http_server=>co_enabled ).
(in the method if_http_extension~handle_request)
than it will close the debug session correctly.
I find this rather strange, I would expect, that if it is not statefull, that it should be closed automatically (no further calls expected) and if it is statefull, it should stay opened, but the next time breakpoint is hit, it should come to the same session.
What do you guys - Eclipse Debugger programmers think? 
Ondrej Seman