Yes, it still gets a henchman/villain. The villain being there would be nice, since even if undefeated it wouldn't be able to go back there.
Huh. It's been months since we did it, but I think we DIDn't deal a henchman/villain there because it was always closed. Though, thinking about it now, obviously nothing stops a closed location from having cards, it's just a bit of logistical weirdness.
Way I figure it, it'd be way better to luck into a henchman there. Since it's always closed, the villain can't ever escape there, so encountering the villain there is just a waste of a (difficult) encounter.