Did you checked "Automatically open file" on the export dialogue, by any chance?
Have you installed any anti-virus in your Server system? If yes, disable it and run this process for testing. Then see!
Actually the process/service will not be seen unless it is actually running. In addition. the Web Publishing Engine process will not display unless it has a connected client.
Reference 1: FileMaker Server and FileMaker Server Advanced processes/services | FileMaker (Seems you already watched this)
Reference 2: What is fmsase.exe ? | System Explorer
Also, try to upgrade, there is 15.0.2.
I double checked, no "automatically open file".
Antivirus disabled, same problem, the fmsase.exe (the FileMaker Script Engine) does not close and release the files.
Try to restart the server. Did you try to update to 15.0.2?
Restarting the whole machine did the trick. Thanks your your inputs.