From documentation:
You should call delete to remove a wait bar when you give it a CloseRequestFcn, as in the preceding code; calling close does not close it, and makes its Cancel and Close Window buttons unresponsive. This happens because the figure's CloseRequestFcn recursively calls itself. In such a situation you must forcibly remove the wait bar, for example like this:
set(0,'ShowHiddenHandles','on')
delete(get(0,'Children'))
However, as issuing these commands will delete all open figures—not just the wait bar—it is best never to use close in a CloseRequestFcn to close a window.
