They are attempted to be unloaded when you close RegAlyzer. It might well be though that other apps / the system in the background have seen the open hive and have a handle open to it when you close RegAlyzer.
When you shutdown the system, all hives are unloaded, and on reboot only the "typical" ones (system & logged on users) loaded, so yes, after a reboot they'll no longer be loaded.