You can use the Disconnect Sphere at CLOSE attribute to indicate whether the sphere should be disconnected upon closing the data set or stay connected for a short period of time.

Type Y to disconnect the sphere when the data set is closed. This may be beneficial in an environment with constrained buffer pool space when the same data sets are not repeatedly closed and re-opened. Type N to keep the sphere connected for a short time after the data set is closed. N is the default.