Jody Lynee Madeira unravels it in Killing McVeigh, a new book about the execution of Oklahoma City bomber Timothy McVeigh and the aftermath:
First, closure is most affirmatively not what contemporary culture says it is -- absolute finality, in the sense of such colloquial phrases as "over and done with," "dealt with," "put behind one's self," "let bygones be bygones," "forgive and forget." Closure is not a state of being, a quality, or even a realization. If closure exists at all, it must be as a process, a recursive series of adjustments that a self makes in response to external, often institutional developments. ... At some point in our constant procession through response and readjustment, we come to a state of awareness that can conclude an event in our lives. This point marks are awareness of an ongoing stasis and is an ending of sorts, even if it is not a "happy" one, even if sorrow, anger, trauma persist. From this perspective, one's ability to state that there is no closure is itself a closure.