Hi dpiparo,
I did some more debugging and the Close() call seems to terminate but it takes a while (in the order of hours). The time that it takes for a file to close seems to depend quadratically on the number of histograms read from it. When reading 50k histograms it took ~30m to close the file and when reading 100k histograms the time was ~2h. Initial files were exactly the same. I made a minimal working example which you can find here:
/afs/cern.ch/user/a/akirilov/public/dpiparo
Regards,
Andrius