I'm running two external displays from a MacBook Pro 16 inch in closed clamshell mode.
I notice however that the internal display is still on as well: it is pictured as a third screen in System Preferences > Displays, and when I open the lid ever so slightly, I can see it.
When I use the laptop without external displays, the display turns off as it should when closing the lid.
I've tried to reset SMC and NVRAM but to no avail.