Note: This answer does not address the problem of stuck function hints and other pop-up messages internal to Matlab. It addresses figures that won't close which I misunderstood to be to problem explained by OP.
Quick fix for current figure:
Make sure the stubborn figure is current (rather than your GUI) and then execute,
This will not work on UIFigures since their handles are not visible.
Quick fix for all stubborn figures (UIFigures, too)
To close all figures with CloseRequestFcn functions that aren't set to the default closereq,
allFigs = findall(0, 'Type', 'Figure');
isDefault = cellfun(@(h)strcmpi(h, 'closereq'), get(allFigs, 'CloseRequestFcn'));
Find where the stubborn figure is created and set its CloseRequestFcn
fig.CloseRequestFcn = 'closereq';