Replace `check_closed_event` macro with a function

Replace `check_closed_event` macro with a function

The `check_closed_event!()` macro has no reason to be a macro so
here we move its logic to a function and leave the macro in place
to avoid touching every line of code in the tests.

This reduces the `--profile=test --lib` `Zpretty=expanded` code
size from 309,522 LoC to 301,915 LoC.