Malwarebytes has the optional Setting "Terminate Internet Explorer during removal." I think I understand what happens if you check this setting. But I am unclear **why**. Why might one want to terminate Internet Explorer during removal? If there is a reason to terminate Internet Explorer, what about other browsers? Might one want to terminate them too?

Browser Helper Objects and temporary files may not be able to be removed until after a reboot. Basically any time you run an Anti-Malware or Anti-Virus scan you really should close ALL other applications and allow the scan to complete without using the computer.