So when those close, they're doing so under a controlled set of conditions and the physical portal withdraws as per whatever designed system the Daedra use for that. Further, the gates that you as the player close down are done via removal of the sigil stone power source.
All gates used the same resource file so they all collapse the same way. 'While the gates in TES4 were shown to collapse into their debris piles, the only known reason for why the physical parts vanished is because that's just how the animation was done. They're a part of the 'open cities mod', here's the modder's explanation for the gates (taken from his skyrim nexus page):