[Bug?] Socket/Class stay alive when "stopped" in editor

Hello,

I am currently testing a custom authentication netcode.
I have a C++ boost::asio server running perfectly and I tried to connect a UE4 client.
I create the socket and connect it, it works fine.
Now, “in editor mode” if I try to stop the running project the socket does not close or shutdown.
I’m guessing my Actor is still alive ?

Is that normal ? Is that intended ? Should I close and clean everything in a particular function ? I wanted to test a dirty disconnection but I need to close the editor to test that, it is a bit annoying.

I think that is because the game instance never closes once it has been initialized in the editor.