If a bounty question is closed will the bounty returned to the op?
This comment is what made me ask
Moderators can refund bounties. We have a few powers that aren't widely advertised because they're things that need doing but we don't want every person who didn't get an answer crying foul.
A refund will usually only be given to keep things fair but it's completely up to the discretion of the moderator. Not getting an answer after 7 days is not a decent enough reason in most cases (so don't bother us about it).
The help-center clarifies it all:
All bounties are paid for up front and non-refundable under any circumstances.
So, nopes, even if the question is closed, you won't get the bounty back, its just lost!