You can’t really use Task Manager to check for open files (but you can use Resource Monitor, CPU tab, Associated Handles). You can of course use Task Manager to check if a given process is really gone.
It may be the case that the file is in fact not actually open – but AxCrypt thinks it is. That’s why I’m asking for you to ensure you’re using the latest version, we have fixed some such issues.
What version of AxCrypt are you running?