This is strange, because I would think the terminal wouldn't die until the program quit (i.e. you logged out of the DB). If I run something like "gnome-terminal --command rlogin anotherhost", my terminal stays alive until I exit from the other host.
Anyway, I'm pretty sure you can do this with xterm instead...sorry I can't help anymore with gnome-terminal:
xterm -hold -e "DB connection string"
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