FXCM meanwhile confirmed to us that the reason is indeed the US account. Closing a position is not permitted on US accounts, again due to that NSA compliance rule. You have to open an opposite position instead.
So it's easy to work around, but we'll have to provide a special broker plugin for US accounts so that you can use the exitLong/Short function for this. This solution will be implemented soon in one of the next Zorro versions.
Inbetween, check if you can open a non-US account on
http://www.fxcm.co.uk (NOT fxcm.com) - that would allow you to trade with the current version. You can recognize a non-US account from the ability to trade CFDs.