The schemes (Visa, MC, Amex) all require that merchants issue refunds back to the original form of payment. This is to stop fraud from happening by siphoning money off card A, and then refunding to a fraudster's card B. The protection is there to protect you as the cardholder at the end of the day.
If you need a refund, and the card is closed/cancelled, go ahead and let them refund to the original card. Your card account will then be in credit and then you just have to call the bank of that card and get them to transfer the credit balance to whatever bank account you wish. There is no issue with refunding back to cancelled cards, even if it's 6 months since you cancelled the card.
Edit: If your bank found out that you completed a stat dec and emailed it with blatantly unsecured credit card details in plain text, there's probably a good chance they would go well you let out your card details without securing them so any fraudulant transaction is on you. There has been such cases before.