I came across the same problem when trying to send gplot output to my output window and a subsequent sgplot to an (external) emf file. Instead of "ods _all_ close;" which will close all ods destinations (obvi), you can be more specific and use "ods listing close; ods listing;" in case you want to also include further output to, say, a pdf destination that you opened earlier in your program. (Note that the "ods listing;" is not required unless you want to immediately restore the listing destination.) This worked for me.
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