If you meant that you want to close the search and get back to the location where you started the search then the only solution I know is to use the "Back" arrow button on the top left, and keep hitting it until the search closes. It's very annoying that the "Close Search" button disappears when you open any of the folders in the search hits. Like why would devs assume that I will not want to close the search and return to my initial location? Weird stuff.

Hmmmmm which of those videos could you be possibly wanting to remove 🤔

Yet, it still remembers my search history.

File Explorer search history cannot be disabled but it can be cleared. After performing a search you can easily clear your search history through the UI.

If you are attempting to automate this functionality you will have to write a script to delete the following registry key.

HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\WordWheelQuery

I absolutely would test this script before you implement it but something as simple as the following PowerShell command.

Remove-Item -Path "HKCU:\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\WordWheelQuery\*"

The simplest solution would be to create a Scheduled Task, that runs a PowerShell script when the user logs out of the computer, this would clear the recent search history.

Source: How to Delete the Search History in Windows File Explorer