The airfield even though it is “Closed Indefinitely” is still in the FAA airport database as you described. As long as it is known to the FAA, it will appear in the AIRAC data, therefore distributed to all AIRAC users such as MSFS and Navigraph. The “Closed Indefinitely” statement is in the Airport Remarks which I assume is not included in the AIRAC data. The airport owner might be keeping the airport in the FAA database for legal or tax reasons we are not privy to.
Since the airport is still in the FAA data and the airport is clearly visible in aerial photos, MSFS (and Navigraph) correctly includes the airport even though it is “Closed Indefinitely”.
Your flight planning is very good checking the airport status before flying to it.