That command is wrong. The CLOSE argument doesn't take a toolbar name. This will work instead:
Toolbar CLOSE NAME=*This
Since NAME is the default argument, you can also use:
Toolbar *This CLOSE
Yes, if using a toolbar's name (rather than the special "*This" name), you have to specify that you want to close the floating version, since you can have the same toolbar open as both floating non-floating now.
It is being updated through the beta period and you should expect parts of it to still be out of date. (This is mentioned at the top of the release notes.) But it's also good for us to be reminded of things like this command change, as we could easily overlook them while updating the manual, so pointing things like that out is still useful & welcome.
Is this just because of issues with Customize, or something else? We can probably make Customize work better, and I think aside from the Customize issues the beta 6 AutoClose behaviour is much better and finally provides what people have been asking for for a long time (the ability to open toolbars as pop-up menus).
Nothing stops you turning on and floating toolbars while in Customize mode, using the Customize dialog to turn on the toolbar and the right-click menu on the toolbar to float it. (Or you can shift+click a button which opens the toolbar, since that lets you run buttons while in Customize mode.)