According to what I've seen, the only leaving threads that stay open are either dead-serious ones that are in good taste (dead serious = they're doing it for a lengthy time, if not for good... and they've got to be known well enough to earn it. Can't have newbies saying bye as soon as they join xD) and admins, as, well, they need the people to know that they're gone so they don't have requests sent to them. Seems logical to me.
Oh, and if anyone's desperate to make a thread that they're leaving, I don't see why they can't just add a topic to the thread. Then it should stay open =) *nods*