All I can tell you is that they're a nasty one!

How long ago was the account closed?  Maybe if you dispute with the CRA, they won't respond and it will be deleted?  Sometimes they'll do that if its an old account and if you don't owe money, they just won't "waste time" on you, lol.  But if you owe, they might have an alert to make sure they ding you every change they get, for life - or until its paid.