Mach 4 has and never will close the servo loop. It doesn't need to.
The loop can be close in three places:
1) The motion control software. (Mach does not do this. Windows is not a real time OS).
2) The motion controller hardware. (Galil, Vital System DSPMC, K-Flop, etc...)
3) The servo drive (Position controlled drives that take step/dir as input).
And we are talking servos here. Steppers are generally never closed loop.
In the absence of #1 above, software never needs to close the loop. The software can generate the motion profile without the loop being closed. This is analogous to you in a car driving from your driveway to the stop sign down the street. You plan your route (motion profile) before getting in your car (software). Once in you car (hardware), it is your job to follow the planned route. If you don't make it to the stop sign, you apply more throttle to get you there. If you go past the stop sign, you put the car in reverse and apply throttle to get you there. The end point didn't change and thus the route doesn't need to either.
So if the loop is closed on the motion controller or servo drive, then there is no need for the software to close the loop.
So to answer your question, any step/dir plugin that Mach4 supports will work with position controlled servo drives to close the loop. Any plugin that Mach4 supports that closes the loop on the motion device will work with analog command controlled servo drives.
The Mach4/Galil combination running on my Matsuura MC500 is definitely closed loop. It is using old school analog drives with PID filter on the Galil that manages the following error. If you are retrofitting a machine with existing analog servo drives, using a plugin/controller that closes the loop on the controller is the way to go.
The newer and far more simple way is using position controlled drives. Less tuning required as most of these type servo drive tune themselves. If you are building a new machine or replacing the drives in an older machine in a retrofit, then this is the way to go.
When we were at IMTS, there were three machines demoing Mach4. One used a Galil controller with Yaskawa EtherCat servo drives. (Servo loop closed on the Galil). Another used an ACS controller with Yaskawa EtherCat servo drives. (Servo loop closed on the ASC controler). And then another machine that used a Vital System HiCON controller outputting Step/Dir signals to Yaskawa position controlled servo drives. (Servo loop closed on the drives). All of these machines worked flawlessly.
We really had a good show at IMTS. Mach Motion did a fine job! The machine using the HiCON was running a SolidCam produced high speed pocketing tool path that was moving the machine @ 600 IPM. It was simply amazing to watch a 3/16" end mill remove a 5/8" pocket depth of metal in 1018 steel in a matter of 3 minutes. With precision! Industrial? I would emphatically say yes! The Mach4 machine was capable of keeping up with the Hurco that was also demoing the SolidCam tool paths. Yeah... we had something to grin about.

All of the Mach4 machines were running Mach4 Hobby. How is that for you guys? Hobby priced software that can keep up with the big boys! Videos of the show will be forthcoming. So stay tuned!
Steve