Solution : https://service.sap.com/sap/support/notes/1358164 (SAP Service marketplace login required)
Key words : 
rsadmin parameter analyzer-rrmx_no_close set, rsadmin parameter analyzer-rrmx_wait set, opened excel instance stays opened, gui connection stays active, prerequisites programm error solution, excel process stays open, excel instance stays open, rsadmin parameter reuse_xl_instance, analyzer-rrmx_wait reason, xla stays loaded
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