Tente isto:
alias mp='java -jar myprogram.jar & && kill -SIGHUP $(echo $$)'
Na verdade, não experimentei o comando inteiro, mas adicionar -SIGHUP
ao comando kill não fechou meu terminal.
De a página da Wikipedia sobre sinais Unix :
The SIGHUP signal is sent to a process when its controlling terminal is closed. It was originally designed to notify the process of a serial line drop (a hangup). In modern systems, this signal usually means that the controlling pseudo or virtual terminal has been closed.[3] Many daemons will reload their configuration files and reopen their logfiles instead of exiting when receiving this signal.[4] nohup is a command to make a command ignore the signal.