Close the window, save your KDE session and log out -- or log out saving the session at the same time. After this log in and disable automatic session saving, if enabled.
I assume the option is in KDE control center -- not a KDE user myself, but I could think it's there. The same thing happens with Gnome if you use automatic session saving; it can be caused by something else too, but session saving can definitely lead to that (you save a session where you left that app open, or it was saved, and after that the same session is loaded every time, with that app or apps automatically loaded at start).
Of course it could be it's set to auto-launch some other way, but it sounds odd.
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