Has anyone ever seen an exception thrown when calling close method on any closable object?
Yes, it's not that rare, IMHO if you are working with anything other than non-local disk files.
Close() works if at that point your closable is still valid and open. Many things like pipes, remote files, etc., can die prematurely.
In addition, I have seen code that ignores errors on open and write and still tries to close (e.g., in a finally block).