Because the device no longer has the bootloader actually running in it, our BLPro.exe program displays "Bootloader is disconnected or inactive" on its status bar, and the Results tab, Program Memory tab, and Program menu become disabled and greyed out.

(The bootloader is still in your device, it just isn't running right now.)

What is running in your device right now is the firmware program you just loaded and ran. So, your device has changed its identity as far as the PC is concerned.