The purpose of connecting a handling unit top the shop order is to pack the parts received from the shop order into it. When the shop order is closed, no more receipts are expected, hence, handling units serves no longer any purpose to be connected to it.

Once the required amount is sent to the Handling Unit, then connection to the order is disconnected and this is the intended functionality. 
 
Since only one order can be connected to a Handling unit at a particular time, it is important to disconnect it from the order once the planned qty is stored in the Handling unit through the connected order. Then only the Handling unit can be connected to another Order to fill the remaining Quantity if available. 
 
If you need to trace what order sent material to a specific Handling Unit, it can be done by searching for the Handling Unit in the Inventory Transaction History.