It's not a bug. It's doing exactly as it says, releasing the ASIO driver in background. Once you've loaded your new project in SFP just uncheck this option in SX.
Cheeres to all
Loading a project in SFP equals unloading and loading Creamwares sound drivers. This would also happen if you were to modify the drivers you use in your project.
Whenever that happens your ASIO/WME host needs to reload the driver information.
So, wouldn't it be nice with something like a "Release ASIO on error" checkbox thingy in Cubase. Naturally coupled with some sort of Release/Reconnect ASIO toggle to be able to turn it on again.