in win 8.1 final release will swipe to close actually close internet explorer? It is really annoying that when I think I've closed the browser I return and previous sessions are till active.

You mean the Modern IE? Close it by pressing ALT + F4 or drag it to the button until you see the Modern logo app.

Another method of closing is using the taskkill command at the command prompt.

taskkill /im ie* /t /f

This command will close all instances of Internet Explorer, both Desktop and "Modern," along with any child processes.

No, you should not have to do this.  However, I find that when you close IE--even the standard desktop application--there are still zombie, IE processes lurking.