Makes sense.
What happens is when Prime95 runs, it needs a LOT of RAM during the blend test. Because Prime95 is the foreground application, its threads have priority over every other userland application. As a result, other background apps will run a lot less once Prime95 starts testing.
As a result of this, because these other programs are not running, the RAM they had allocated will be moved to disk when Prime95 requests more RAM. So while these processes still have the same memory footprint, their data has been moved to the HDD, rather then remaining in RAM.
Then you close Prime95. All the RAM space it currently used becomes marked as "free", and you suddenly find you have more space then you did before.
This is the classic example of the difference between "RAM" and "Address Space". The background applications are using the same total amount of Address Space, but Prime95 forced their data from RAM to the HDD, reducing RAM usage once Prime95 closed down. Once these applications get a chance to run and need to use that data again, RAM usage would return close to what it previously was before you ran Prime95.
I HOPE I explained that easily enough...