Disconnect from database after refresh (It is leaving connections open)

We are experiencing lots of problems trying to refresh power Bi Datasets that query databases, either in Power Bi Desktop or using the On-premises data gateway.

The problem is that after refreshing a table, the database connection doesn't close.
Currently, we are full of open connection from Power BI in our databases.
And in some of our databases we have a limit on the number of connections each user. As a result, reports fail to refresh.

Is there any way to force the connections to close after the refresh?
I think is a really nasty BUG