I don't really know why, but I won't change it, because there must be a good reason.
I guess when a thread is closed, it should be considered kind of an "archive" and the content should remain the same.
Why would you want to edit a post in a closed thread anyway? In most cases, the thread isn't closed right after you reply, so you have time to fix stuff. Nobody else will be replying, and the thread will soon disappear from the list and stop being read due to that lack of replies, so...
/ 
