A few years ago there was an issue where starting a new user process left the old user process continuing as a zombie. This time, it seems to be the idle process that becomes the zombie.  I determined this by starting Idle in edit-only mode, noting the memory size of the one process, running the shell, which starting a smaller user process, closing the editor, and continuing with the reproduce steps.  The larger Idle process remained. However, 'Idle' is gome from the Task Manager Application tab.

Saimadhav (or Mark) can you run the experiment on Linux and /or Mac and report a bit more?

The box says "The program is still running.  Do you want to kill it."  I am pretty sure 'the program' refers to the user process, not the Idle process.  (The message should be clearer about this.)

The message box is called in PyShell.PyShell.close (986 in 3.4.1).  If not 'Cancel', the call sequence is EditorWindow.EditorWindow.close, PyShell._close, Editor._close. PyShell._close first calls self.close_debugger.  That ends with 'Debug Off' and a new '>>> '.  I see these printed before Shell disappears.

If step 3 is omitted, there is no problem.  If I add 3b) Close the debugger, there is still a problem.  So 'activating' the debugger does something that is not undone by closing the debugger and that obstructs closing.