"Once per session" should only launch the box when visiting the site for the current "session" of the browser. Meaning if you refresh the page it won't launch anymore unless you reopen the browser again which creates another session. So as expected the box should should only bounce once for your site and should only be seen again when the browser is reopened (closed then opened).
As to why the box is kept open even though you have closed the browser. It may be because the browser you are using was not REALLY closed so to speak. Make sure that the browser is closed and not running in the background of your system.