You cannot just send data without receiving an answer with HTTP. HTTP always goes request -> response. Even if the response is just very short (like a simple 200 with no text), there needs to be a response. And every HTTP socket will wait for that response.
If you don't care about the response, you could add a process to the server that makes your requests, and you just push your request data to it (like a service that is running in the background, checking a request database, and always starting the request whenever a new entry was added). That way you would make the request asynchronously and could quit as soon as you added that request to the stack.
Also as meouw said, the client is not part of any communication you are doing with php. Php is a server-side language, so when the client requests a webpage (the php file), the server executes that file (and does all requests the php file states) and then returns the result to the client.