No, Zorro always asks you to close the open trades - but if there are no trades open by its script, it naturally does not ask.

When you have an orphaned trade, you open the broker platform, the FXCM Trade Station, and compare Zorro's list of trades with the trades in the platform. If there is really an orphaned trade, it appears in the platform list, but not in the Zorro list.

Thus I can not see any problem with closing orphaned trades, or at least I can not see a method to make that easier. But I'll post a remark of Z7 orphaned trades on the forum.