There's no native way to do it. Here is what I got after some searching and trials:

Note:

• Nosleep's kernel extension failed to be loaded on High Sierra
• The private SPI is NOT supported by Apple after High Sierra. Fermata switched to the pmset method after version 1.1
• You may need to disable Gatekeeper to let Insomnia work as expected.
• The other apps I tried don't work with lid closed

There's no native way to do it. Here is what I got after some searching and trials:

Note:

• Nosleep's kernel extension failed to be loaded on High Sierra
• The private SPI is NOT supported by Apple after High Sierra. Fermata switched to the pmset method after version 1.1
• You may need to disable Gatekeeper to let Insomnia work as expected.
• The other apps I tried don't work with lid closed