I'm seeing the same thing on 4.2.4. I initially thought this was an ssh issue but after adding a local command template (executes on the zenoss manager only, not ssh) the same behavior occurs. In both cases the end of a manual zencommand run produces this output:
2013-11-29 13:35:29,641 DEBUG zen.pbclientfactory: Lost connection to ::1:8789 - [Failure instance: Traceback (failure with no frames): <class 'twisted.internet.error.ConnectionLost'>: Connection to the other side was lost in a non-clean fashion: Connection lost.