This connection that is open to the Exchange server is related to the "Configure Server" button only. It's not related to monitoring in any way. It's probably safe to assume that at one point you attempted to use the "Configure Server" button to configure your Exchange server using a different user account than the one you are trying to use now. Until you disconnect that connection to the Exchange server Windows will not let you use a different user account to connect to the same server. I would concur that this is a bug in AppInsight for Exchange's "Configure Server" function, and that we should be closing the session once the "Configure Server" action fails, but unfortunately we do not. This is why the connection must be closed manually.
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