This symptom is probably caused by the TCP window tracking patch included in newer TProxy tarballs. (Ie. a new TCP connection tracking engine with a revamped state machine.) So it has nothing to do directly with tproxy, you'd have the same experience without transparent proxying on recent 2.6 kernels.
Window tracking? What does _that_ do? And when exactly is it active (when tproxy.ko is loaded, or always?)
However, I do not think it is a bug. After sending the FIN and receiving an ACK you have a half-open connection, where you're waiting for the other end to close the (now half-duplex) pipe. If you simply close the ^^^^^^^^^^^^^^^^^^^^^^
unidirectional (socket). "half-duplex" is word tainted by network electronics and can mean bidirectional communication over a (unidirectional-at-a-time) pipe. -`J' --