LUKS doesn't “auto-unlock” a volume. The volume becomes accessible when you open it, which requires the key. The volume remains inaccessible when you close it; you can only close it when it is not in use, so you must close any open file and unmount the filesystem.
cryptsetup luksRemoveKey would remove the key from the volume, which would make it unreadable. Don't do this. The unlocking isn't happening because of LUKS, but because a program is calling
cryptsetup luksOpen. You need to avoid storing your key in that program.
It looks like you have a keyring application that has recorded the key for the volume, specifically gnome-keyring. Remove the key from the keyring. You can manipulate your keyring with Seahorse.