If your GitHub hosting provider is already set up in the Preferences and you need to rerun through the OAuth setup, then:
Git-Flow Pull Requests will be closed on Finish Feature
When using Git-Flow or Git-Flow Light in combination with pull requests, pull requests may be marked as Closed instead of Merged after invoking Finish Feature. This happens when you have Delete Feature Branch selected for the Finish Feature dialog: with this option selected, the local and remote feature branch will be deleted immediately, however the resulting merge/rebase has not yet been pushed. If a branch will be deleted before it has been merged, GitHub will mark the pull request as Closed. If it's only deleted after the branch has been merged, it will be marked as Merged. If you don't want your pull requests to become Closed, unselect Delete Feature Branch, push the resulting merge/rebase first and only then Delete the feature branch from GitHub (e.g. from the Branches view).