It is pretty simple to handle multiple open files that need to be closed. Below is an expansion on your example, that opens the data tables, without having them visible, and then closing them when the activity with them is complete.
Names Default To Here( 1 );
dList = {};
dt01 = Open( "$SAMPLE_DATA/Big Class01.jmp", invisible );
Insert Into( dList, "dt01" );
dt02 = Open( "$SAMPLE_DATA/Big Class02.jmp", invisible );
Insert Into( dList, "dt02" );
dt03 = Open( "$SAMPLE_DATA/Big Class03.jmp", invisible );
Insert Into( dList, "dt03" );
dt04 = Open( "$SAMPLE_DATA/Big Class04.jmp", invisible );
Insert Into( dList, "dt04" );
dt05 = Open( "$SAMPLE_DATA/Big Class05.jmp", invisible );
Insert Into( dList, "dt05" );
dt06 = Open( "$SAMPLE_DATA/Big Class06.jmp", invisible );
Insert Into( dList, "dt06" );
// When ready to close them
For Each( {dt, i}, dList,
Close( Eval( Parse( dList[i] ) ), nosave )
);
Rather than using the "Invisible" option, the "Private" option can be used, and then the data table is not visible in the Home Window.
If you want to provide this capability in an interactive mode, you can open all of the data tables, and then using the Home Window, you can highlight all of the data table you want to close, and the right click, and select "Close". JMP will ask is you want to Save the data tables, and you can select "Save None" and it will then close all of the highlighted data tables all at once.
Jim