Hi Vincent,
When you point your browser directly at a Shield-protected Elasticsearch cluster, it uses the browser's built in http basic auth support, which caches successful credentials for the life of the browser. This is the way that browsers work, which we cannot control. This is a big part of why we created the Shield Plugin for Kibana, so we could have a proper login/out experience.
If you'd like to run commands against the cluster, with proper login-logout, etc, I suggest installing Sense into Kibana, and running your requests from there.
Thanks,
Steve