> Perhaps MS-DOS 5 (or rather "pre 6") don't close files when the program exits?

MS-DOS since the early versions closes files when a program terminates normally.
int 21h function 4Ch terminates a program, flushes file buffers and closes 
files, and frees memory owned by the terminating program.  This particular
function was introduced to MS-DOS as of v2.0.

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