as far as I know the headless is just another instance of Premiere but without interface, and its job is to open the project for rendering in the media encoder. so no harm but quite usefull.
The question is:
How come this pproheadless program is active and I guess executing when there is not one premiere project open?
Something is making it work.
Any ideas where I can find the answer?
As Michael said, PProHeadless functions to read Premiere sequences for other programs like Adode Media Encoder. If you have any Adobe video app open, it could be responsible for the PProHeadless instance.
If you've shut down all Adobe video programs and the PProHeadless instance does not terminate, then it likely got hung up for some reason. In that case, kill the process through Task Manager; leaving the hung process running is liable to cause problems the next time you launch an Adobe video program.
If this problem recurs, then it's time to start troubleshooting, investigating such things as whether only certain sequences or certain interoperability actions cause PProHeadless to hang.