Hi,
I discussed this further with our devs, and it seems like this is expected as once the bitmap is loaded for the given scene it remains in memory until it is removed from the scene. Since the bitmap is still part of the multimap (part of the scene), it remains in the memory. This is needed by 3ds Max for various operations such when you open the material editor. Keeping it in memory prevents the need to reload it multiple times, which could otherwise lead to performance issues.
As a workaround for now, we recommend removing any unused HDRIs from the scene entirely if you don't want it to load in RAM and you can also use out of core corona feature if you are running out of ram.
https://support.chaos.com/hc/en-us/articles/9477508142993-Out-of-core-Rendering-for-textures-3ds-MaxWe have also logged this in our system to see if we can further improve this in future.
(Report ID=CMAX-1240)