VB.net program dataadapter connection closes after fill, but database still shows connection

Question

After running the following sub (VS debugger), I try to detach the database in SSMS, but it shows the connection open still and won't let me detach. If I close program in debugger, the database shows no connections. I check the dataadapter's connection in the finally block and is shows closed. What gives

Private Function ClientMasterDBFiles(ByVal MasterClientDBConnection As String, ByVal DBName As String) As DataTable
    Dim da As SqlDataAdapter
    Dim ds As DataSet

    Try
        ds = New DataSet
        da = New SqlDataAdapter
        da.SelectCommand = New SqlCommand
        With da.SelectCommand
            .CommandType = CommandType.StoredProcedure
            .Connection = New SqlConnection(MasterClientDBConnection)
            .CommandText = "QT_DataSync_GetDBFileLocations"
            .Parameters.Add(New SqlParameter("@DBName", SqlDbType.VarChar, 100))
            .Parameters.Item("@DBName").Direction = ParameterDirection.Input
            .Parameters.Item("@DBName").Value = DBName
            .CommandType = CommandType.StoredProcedure
            .CommandTimeout = 10
        End With

        da.Fill(ds)

        If ds.Tables.Count > 0 Then
            Return ds.Tables(0)
        End If

    Catch ex As Exception
        m_ErrorLog.HandleException(ex)
        Throw
    Finally
        If Not da Is Nothing Then da.Dispose()
        If Not ds Is Nothing Then ds.Dispose()
        da = Nothing
        ds = Nothing
    End Try
End Function