I just noticed that you’ve added this to your comment: are you talking about the C# wrapper around the SimConnect.dll (wrapper around the SimConnect API written in C in the end) in this case? So are you saying that the C# wrapper effectively unloads the SimConnect.dll when “not in use”?
Because in the C++ world I have to explicitly link against SimConnect.dll (actually SimConnect.lib of course - except I’d go the “plugin way” and use function pointers and resolve them myself with the exported function symbols, load/unload the SimConnect.dll, as outlined in my previous comment), and so that DLL gets loaded together with my application at startup, whether I use it or not.