When CDockWidget::CustomCloseHandling and CDockWidget::DockWidgetDeleteOnClose are enabled, the closeRequested event is emitted when the CDockWidget is closed but if you group two CDockWidget with these features enabled and try to close the group, the closeRequested event is not sent. I think this is not an expected behavior.
To reproduce this, launch the demo and create two docked editor, group them by dragging one inside the second one. Then, close this newly created group. We should see a messagebox asking if we want to close the editors but we don't.