I believe Classic shell and OpenShell are incompatible with the taskbar support in WindowBlinds even if you disable their support for the taskbar. Closing it might not work, it might need a reboot.
You are able to use Stardock Curtains instead which does work with Classic Shell/Open Shell however, but it runs different skins so it depends on if you like the more limited options in Curtains vs the greater flexibility with WindowBlinds.