A task chain that includes a task like bruteforce, exploit, or module run may open a session on the target system. An open session enables you to interact with the exploited system. For example, you can do things like collect screenshots of the system or pivot to other hosts on the network.
To clean up active sessions, you should add a clean up task to the task chain. As a rule of thumb, the clean up task should be one of the last tasks in the task chain. This ensures that Metasploit Pro has the opportunity to collect system information and take advantage of open sessions before it closes them.