Yes, you have to manually close all the tabs that have opened. We suggest using keyboard shortcuts to make this easier: For example, when using a Mac, and on Chrome and Firefox, you can use Command + W to close a single tab or Shift + Command + W to close the window that is active.
Links to keyboard shortcuts for commonly used browsers:
Firefox: https://support.mozilla.org/en-US/kb/keyboard-shortcuts-perform-firefox-tasks-quickly
Chrome: https://support.google.com/chrome/answer/157179
Safari: https://support.apple.com/guide/safari/keyboard-and-other-shortcuts-cpsh003 (Has a "Close all tabs except for one” shortcut)