In fact, this is right. If BES were to close a session each time it were done with a specific task it would dramatically increase both the load on itself and Exchange. By keeping the MAPI connection open BES knows what state the mailbox is in; and is also notified by Exchange when new messages / changes arrive. If these connections weren't open the only way new data would get processed would be via mailbox rescan which is a resource intensive task for both Exchange and BES and would cripple the environment with large mailboxes / deployments.
Restarting the services will indeed clear these connections ... but your
mail will be delayed for a period after this ...
it may seem counter-intuitive at first to have connections remain open, but in fact, Outlook persists its connection when it is connected to Exchange ... BES does the same to ensure timely delivery.