When opening a tunnel on Windows and then closing it, over half of the time the tunnel is not closed properly. It stays open and then has to be manually closed at https://saucelabs.com/tunnels.
After sending the shutdown command, I get the following output on the command line:
21 Dec 01:28:03 - Cleaning up.
21 Dec 01:28:04 - Waiting for the connection to terminate...
21 Dec 01:28:04 - Connection closed, exit code: 8.
Tested on Windows 7 Premium 64-bit and Windows 10 Technical Preview.