Possivelmente responda em este post do blog :
Finally, there is something of an annoyance with ControlMaster, and it’ll probably confuse you mightily when you first come across it. Because all of your SSH sessions are multiplexed down a single TCP connection initiated by the first SSH session, that first session must stay alive until all of the other sessions are complete. This problem will manifest itself as an apparent “hang” when you log out of the remote session that is acting as the master — instead of getting your local prompt back, SSH will just sit there. If you Ctrl-C or otherwise kill this session, all of the other sessions you’ve got setup to that server will drop, so don’t do that. Instead, when you logout of all the other sessions, the master will then return to the local prompt.
Eu resolvi um problema semelhante adicionando -S none para listar as opções do ssh:
LocalCommand rsync --update -a -e "ssh -o PermitLocalCommand=no -S none" ~/.cfg/ dns:.cfg/