Bluetooth LE Explorer windows - connection fail - hardware remains connected

I am using "ble_app_hrs_rscs_relay" example and modified it a bit by adding NUS service and FDS. Everything is working fine with mobile app and nrf dongle. How ever when I tired to connect it to "Bluetooth LE Explorer" in windows 10 it give me the below error.

I have written the code in a way that when ever the devices is connected its LED turns on. So once I connect to the hardware with the "Bluetooth LE Explorer" in windows the LED turns on and stays on which means that the connection is made but it never turns off even when I turn off the bluetooth of windows, infact I tried to disable the bluetooth device driver from device manager but still the LED is on. So I tried to restart my PC in case there is a driver issue but still it seems like the connection is still made.

Also note that mean while this I also checked if the device is advertising in case there is something wrong with the LED function(which is straight forward, turning on on connection event and turning off on disconnection event). 

To resolve this state I have to give power cycle to the hardware.

My question is, Is this happening with all the examples of NRF or is this with only this one? Is NRF not compatible with windows bluetooth LE drivers?