I opened a new status window: /server -n
and this typed in that window closed it:
//window -c "status window"
You can also use the trick where @window_id_number is an alias to refer to the actual window, in many cases (You can even use @number to echo to the other status window). This closes the last status window:
//scon $scon(0) | window -c @ $+ $window(status window).wid
I haven't tested regarding the prompt about "hey you're connected here", but if so, you can do some housecleaning before trying to close it.
Note that the window-id for the Nth status window will be slightly different than $scon(N)