There are lots of reasons why a process might hang around in memory even after the UI is gone. For example, it could be waiting on a resource to release, or for a cleanup task to finish. The fact that you can't kill it using Task Manager indicates to me that it might well be hung on a driver call that hasn't returned. That is, it may have made a call into say the ASIO driver, which in turn called the user-mode side of your M-AUDIO driver, which then finds itself waiting on a kernel mode completion that is hung for some reason. I also see Sonar hang around in memory from time to time and often just powering off the MOTU device and then powering it back on frees things up, or sometimes simply unplugging the Firewire cable does the trick.
You might want to check the user community (if any) on the M-Audio interface driver you're using to see if others have similar experiences. Flaky interface drivers can cause lots of issues with a DAW, some of which you wouldn't guess could be caused by your interface.
Good luck!