Over the years, I have seen some confusion over the definition of a "closed" polyline in AutoCAD. Let's try to clear it up...
If you start drawing a polyline and at the end, snap back to the original endpoint, you have not created a closed polyline. It is closed in the sense that it forms a closed area, but AutoCAD does not consider it closed.
To check this, run the ._PEDIT command and select the polyline. Notice that the only choice for the Open/Closed option is Close, meaning that this polyline is OPEN. If you close it now, you will have two vertices at the same point.
Try this again and when you are ready to close the polyline, use the "C" option. This will create the final closing segment and correctly "close" the polyline.
You may be thinking... "Why do I care... as long as it looks closed?" - and for some cases that can be true. But I have seen some 3rd party applications that require closed polylines for certain operations, hatching can do strange things with open polylines that only appear closed, and area calculations could be affected. I understand CNC machines are particular about closed polylines also.