A TraversalSource may have resources to release so having a close method would allows that release to occur. The specific case has to do with EventStrategy which registers a listener on Transaction. That listener should be removed when the user is done with the TraversalSource, but there is currently no way to clean that up. The calling of close should prevent future traversals from that TraversalSource.
I suppose this also means that a TraversalStrategy will need to optionally implement AutoCloseable or some other marker interface to designate it as a strategy that needs to release resources.