I explain to newcomers who have their first question closed that this means it's protected against downvotes, but I just downvoted a closed question and the asker did lose 2 rep. What are the consequences of closing exactly?
Closing a question doesn't prevent it getting downvotes. If it is a bad question, downvotes are a good thing to help focus on useful questions.
If they edit it, it is possible for people to undo their votes. Only "locked" questions prevent votes, but that is a different use-case.
I think the thing you are getting confused over here is that downvoting a question doesn't impact you, the downvoter.