Well now that you mention it, I'd have to say that closing that sheet set is probably not one of my favorite thigs to do. Thank you very much for asking about my thoughts on the subject.
Very funny comment, BTW. Not sure if thiswould help, but this is what I found about the error "The sheet set is not accessible at this time. Do you like to clsoe it?"
Basically, the error message you see indicates there is a problem with access of sheet set file. I have found one report where similar error happens if multiple sheets are opened at once. One other thing I found is that this happened in mixed environment when, for instance, the sheet set file is on Linux Server and drawings are on Windows Servers. If this is similar settings you may have, see if you can store your DST file on Windows Server or some other location.