This is as designed. I think you can acheive this by altering the existing workflow or write your own. For sure there is as such no configuration which can help to acheive your goal.
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if you want this as a "Global" setting, you can setup a Status Transition Rule to stop this from occurring, but note it will affect all Incidents.
I have done something similar in the past with a client who did not want users to manually close from Resolved, and wanted the auto closure to run as defined in the Rules.
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In addition to Carl's hint you should deactivate the menu item "closed" in the process bar.
We use it just like that.
Thanks for your valuable information