Closing a tutor session stops students using a tutor in that classroom, while keeping every conversation for you to look back on.
Closing it
Open the classroom, go to the Tutors tab and close the tutor from its row.
It moves to the Closed tab. Students can no longer chat to it, and you can reopen it later.
Closing is not deleting. See Deleting A Tutor if you want it gone entirely.