I read the information on the site you linked.
The "running status in effect is this:
“It is recommended that the Null Function (RPN 7F,7F) should be sent immediately after a RPN or NRPN and its value are sent.”
A Null Function to disable the last assigned NRPN and release CC 6 and 38.
So I guess I learned something new about midi 
I still think it’s a useless function and probably not supported by all hardware, but it is in the midi spec. so technically a valid option.
I call it useless because it makes no sense to implement it.
Let’s take their recommendation and put it behind every NRPN message in my last example:
0xB0 0x63 0x01, 0xB0 0x62 0x20, 0xB0 0x06 0x1C,
0xB0 0x26 0x41, 0xB0 0x63 0x7F, 0xB0 0x62 0x7F
// LFO Speed is now -35.49
0xB0 0x63 0x01, 0xB0 0x62 0x20, 0xB0 0x06 0x50,
0xB0 0x26 0x00, 0xB0 0x63 0x7F, 0xB0 0x62 0x7F
// LFO Speed is now 16
0xB0 0x63 0x01, 0xB0 0x62 0x20, 0xB0 0x06 0x52,
0xB0 0x26 0x16, 0xB0 0x63 0x7F, 0xB0 0x62 0x7F
// LFO Speed is now 18.17
That just gives you 6 extra bytes per message for no good reason, adding 2 milliseconds of transfer time over a MIDI DIN Connection(for a whopping 6ms total per NRPN message).
Why would you want to release the control that’s gonna get re-assigned anyway as soon as the next NRPN message arrives?
In the example above, CC 6 and 38 get assigned and released 3 times(for the same control).
The only thing that makes sorta sense is this:
0xB0 0x63 0x01, 0xB0 0x62 0x20, 0xB0 0x06 0x1C, 0xB0 0x26 0x41
// LFO Speed is now -35.49
0xB0 0x06 0x50, 0xB0 0x26 0x00
// LFO Speed is now 16
0xB0 0x06 0x52, 0xB0 0x26 0x16
// LFO Speed is now 18.17
This method actually reduces the amount of data by more than half.
But this is still kind of a bad idea because of the single control restriction.
To make this work, you would have to continuously keep track of every control that gets sent.
And if a hardware device gets input from multiple sources or a midi-merger is part of the chain, there is no reasonable way to keep track of that.
So I guess this is still the way to go:
0xB0 0x63 0x01, 0xB0 0x62 0x20, 0xB0 0x06 0x1C, 0xB0 0x26 0x41
// LFO Speed is now -35.49
0xB0 0x63 0x01, 0xB0 0x62 0x20, 0xB0 0x06 0x50, 0xB0 0x26 0x00
// LFO Speed is now 16
0xB0 0x63 0x01, 0xB0 0x62 0x20, 0xB0 0x06 0x52, 0xB0 0x26 0x16
// LFO Speed is now 18.17
That’s probably why most midi device works like this.
It’s still a very interesting topic, not bad for a protocol from 1982 