Generally speaking I would suggest that if you have jobs running that you leave them to complete before you close BatchPatch. However, BP does have the ability to re-connect to Windows Update tasks that are still running after closing BP, so you could close BP if you really want, and then you could run the new version and use ‘Actions > Windows updates > Re-attach orphaned Windows Update process’ to reconnect the existing remote processes.
Also, with regard to updating, you could also simply download the new version and run it side by side with the old version until the old version’s tasks are all complete.
-Doug