According to JNA it's not safe to unload the DLL:

https://github.com/java-native-access/jna/blob/40f0a1249b5ad...

  Do NOT force the class loader to unload the native library, since
  that introduces issues with cleaning up any extant JNA bits
  (e.g. Memory) which may still need use of the library before shutdown.

Following the blame back to 2011, they did unload DLLs before https://github.com/java-native-access/jna/commit/71de662675b...

  Remove any automatically unpacked native library.  Forcing the class
  loader to unload it first is only required on Windows, since the
  temporary native library is still "in use" and can't be deleted until
  the native library is removed from its class loader.  Any deferred
  execution we might install at this point would prevent the Native
  class and its class loader from being GC'd, so we instead force 
  the native library unload just a little bit prematurely.

Users reported occasional access violation errors during shutdown.