It changes it to closed but does not change the level to 0, I think that is what your concern is? That is modeled from from my dimmer driver and this is very funny that two different people brought up this same thing on both drivers on the same day!
I am just about to add a setting to the dimmer driver to change this, and if that works I should be able to add to the ZEN53 as well.
Oh and dont worry about the unsupported message, the device is sending that info over but HE has not built in parsing for it so I opted to just ignore it on purpose (but log it so I could see when it came over). Its the same info that comes over in a different event which I am using to set the state.