I can't see how ending those processes has anything to do with the progress bar problem.
My earlier point was that you shouldn't need to worry about ending those processes on form close, if your program was structured correctly. Either the process should end itself when it completes, or you should end the process with code in the parent when the parent is finished with the process. But you haven't explained why this procedure needs to be run asynchronously, and you haven't explained the reason for the recursive structure. If you have a look at that part of the program structure, I believe the problem of ending the processes will disappear, or at least become obvious.