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I had to bump this long dead post, because I'm having the same problem and all I was able to find was same questions without answers
the only difference is, that I am using VB
(AutoCAD version Civil 2010)
Post in the .NET forum, and include your code because the
crystal ball was sent out to be polished.
problem solved
the issue was, that my program was not running in session context, so the last drawing couldn't be closed