While it is possible they would check, I doubt they would. I've only closed a park once, Epcot, and they never checked. That said, they did sort of push me out of World Showcase, so I just continues shooting around the park. It was a really neat experience shooting atnight and you are basically the only person around, but also a little spooky. Eventually, you see more and more employees who politely direct you towards the exit.
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