Can I close Cura when ...

Is it safe to close Cura when I’m printing with OctoPrint via the Cura + OctoPrint integration?

Yes. The plugin “communicates” with Octoprint to send the sliced file, as well as send manual jog commands and monitor temps. But closing Cura on your PC will have no effect on an active print from Octoprint – the plugin will simply disconnect from Octoprint, and Octoprint will continue with the print normally.