There's two glitches that cause this issue, where the "close thread" isn't displayed, and also another one where it closes the thread, but doesn't move the post into the archive.
It's a weird one, but Shawn hasn't been able to fix it, not even the site upgrade fixed it.
Just let one of us mods know when you need a thread closed, and we'll happily do it. Much better option than just leaving it open.
Cheers,
Chris