When you exit the shell, any stopped background jobs are terminated. But if you have a background job in the running state, you can exit the shell without terminating it.

In the z/OS® shell, the default setting set -m runs background jobs in a separate process group. Jobs in a separate process group are not sent a SIGHUP signal when you exit the shell. With the default -m setting, background jobs continue to run after you exit the shell.

In the tcsh shell, use NOHUP to exit the shell with background jobs running.

For the OMVS interface:

To exit with a background job running, use the quit subcommand. (Type quit and press the Subcommand function key or switch to subcommand mode and enter the quit command.) A background job that is running will continue running.

The shell process ended, but the session did not end automatically.
You may need to run the QUIT subcommand to end the session.

For the Asynchronous terminal interface:

To exit when a background job is running, type <Ctrl-D> or use the exit command. A background job that is running will continue running. You do not get any indication that a background job is running.