No, that is
eminently sometimes possible.
We don't block answers that are "in flight" at the time of close, the window for answering -- assuming you've started composing an answer before the question is closed -- is about 4 hours.
It does mean the user intentionally ignored the popup warnings that are queried from the server every 45 seconds as they composed the answer, however.
I need to look a little more, but I'm not sure locking is handled in the same way.
That said -- it's still possible for answers to arrive after closing or locking, and the code does allow that in a 4 hour window, but it should be freakishly rare. Also, the post draft support should soften the blow of "losing" an answer since it'll be saved as a draft regardless.