This is where the server/client concept comes from. Some server software runs in the background and wait for access from an external client software. Then it works on the server and produces and output for the client. This way the entire server does not need to start run and stop for every single request. I mean you don't start and close every time you click on a new link on the website, right? So your PC runs all the time. And that's similar to how MySQL operates. It starts a server in the background and then waits for any application to use it. So this is totally normal.

Now because lot of people don't want to start the server process "by hand", they put it in autostart, so it starts with your system. If you don't want it to autostart, maybe there is a way of configuring it so you have to start it manually each time you want to use it. But I cannot assist with that help, just wanted to explain why that is on a high level.