Hello all. We've figured it out now, unfortunately we won't have a perfect solution immediately, it will require an updated version.

In the newest update we've made some improvements to the license server applications stability. As a result it will now appear in the dock as a running application and restart itself if stopped if you have left the option to set the license sever to run as a service during the last window of the V-Ray installer.

Having the icon in the dock is an important part of those improvements and that is unlikely to change in the near future. However we have found that on faster systems the automatic restart of the server is triggering during normal shutdown and can interrupt that process. We are working on a new patch to address this and will have it available as soon as we can.

In the time between now and when that patch is available you can visit our site to download the older version if you find this to be a major hindrance. Uninstall the new version first by using the uninstaller found in /applications/asgvis/ then simply run the 2.00.24261 installer.
http://www.chaosgroup.com/en/2/downloads.html?s=v-ray-sketchup

You can also use these terminal commands to register and unregister the license server service in a pinch.
Remove the service:
sudo launchctl unload -w /Library/LaunchDaemons/com.chaosgroup.usa.vrlservice.plist
Add the service:
sudo launchctl load -w /Library/LaunchDaemons/com.chaosgroup.usa.vrlservice.plist

Keith from Chaos Group's USA's support reporting in, I've been meaning to start posting here for years at this point but my schedule is always so booked up and I'm sorry to say I haven't had the time.

This is a new issue, not very common overall but happening enough to deserve extra attention so we are still investigating. The behavior that you are seeing is not normal or expected.

Have you attempted to uninstall V-Ray and then reinstall again, if not it's a good first step.

In the link below are instructions for using Disk Utility to verify or repair disks.
http://support.apple.com/kb/ht1782

Repairing with the Disk utility has fixed all of the users that have took the time to report back their results so far. Contact vraysketchup@chaosgroup.com if it fails to fix it, please include your system details and mention that you used the disk utility already to save yourself the time it takes to read an email from us asking you to do it. We are still investigating so please have patience with us.

EDIT: We now have one coming back with disk utility not correcting the issue. We will continue to investigate. Feel free to still try the above steps and reach out to us if the issue is not resolved.