You still have to meet the When Closing requirement to close. You earn an opportunity to attempt to do so either by defeating a henchman or by being at the location after the "Explore" phase of your turn when there are no cards in the location deck.
Close a Location: If your character is at a location that has no cards remaining and has not been closed, at this time you may make one attempt to close it (see Closing a Location on page 13).
Closing a Location
You may earn the opportunity to close a location in a number of ways. Usually you get the opportunity to close a location after a defeating a henchman from that location deck (see Henchmen on page 17), or after that location deck runs out of cards (see Your Turn on page 8).
When you have the opportunity and want to close a location, do whatever the location’s When Closing section says.
The only way to Automatically close a location is to defeat a villan there. Otherwise you have to do what the card says.
The only way to Automatically close a location is to defeat a villain there. Otherwise you have to do what the card says.
Yeah. Sometimes you have a location that is impossible or very difficult for any of the members of your group to close. So a good way around it is to ignore it and chase the villain there (defeat him while temp-closing all other locations) and then encounter the villain again in the location you can't close. When defeated, you'll automatically close that location.