I solved my own problem. It was nothing to do with JMP 15.2 ( well, it might be, but it's confounded with something else ).
It turned out I was invoking a JMP function in my script in which I had recently added the statement :
Batch Interactive(1);
// some code;
Batch Interactive(0);
I did this because, irrespective of interactive or batch usage, I wanted a particular message to go the log and never to a JMP dialog window. ( It was to do with connecting to a database, sometimes an Oracle timeout occurs and I wanted to do an automatic re-try and not bother the user with the error message )
So I wanted to turn Batch mode on ( Batch Interactive(1) ) briefly, take care of the database connectivity, and then revert to normal mode.
Now: it turns out that the following seems to be true :
If you run a JMP script via C# automation _and_ you have the Batch Interactive(0) statement in that script _and_ you attempt to issue a close() command to a datatable during that script, you are guaranteed to get a message saying "Closing this window will cause JMP to Exit, what do you want to do?".
It doesn't matter if there's 100 windows open, if you attempt to close any one of them, this message comes up. It doesn't happen if you run the script from within JMP, only if you run it from C#.
I believe this is a bug in JMP, it is certainly undesirable behavior.
Admittedly it's an error on my part to set Batch Interactive(0) during a script that is being run from a C# automation ( the whole intent there is to batch it to run automatically )....but... JMP still shouldn't bring up an inaccurate dialog that closing a given data table is going to cause JMP to exit ( which doesn't happen )