The preview window would usually get auto-closed, but in some cases it is not "automatically" closed when a user move their focus onto it (#9) and close manually, or when any other vim functions/commands are executed that close the preview window --- there remains only a floating window that draws the border without the content which is already closed.
Since the border window is not focusable and there is no way to close this popup border window, it would remain forever. Using a sort of autocmd (WinClose, etc. --- but not sure), we need to make sure they are cleaned up when the main preview window is lost.