You will get the following [Process completed] message when exiting the session in Terminal and will have to manually close the Terminal windows afterwards. 

Saving session...completed.

[Process completed]

Follow these steps to avoid the message and let the window automatically close.

  1. Open the Preferences window from the menu.
  2. Go to the Profiles tab and choose the profile that you want to set this option on.

    Basic is the default profile and it’s safe to just select it if you can’t remember ever changing the profiles settings.

  3. Click on the Shell tab and find the When the shell exits option.
  4. Choose Close if the shell exited cleanly from the option’s select list.