Abi> However, when I index the closed column, a bitmap scan is used Abi> instead of an index scan, with slightly slower performance. Why Abi> isn't an index scan being used, given that the exact same number Abi> of rows are at play as in my query on the state column?
Most likely difference is the correlation estimate for the conditions. The cost of an index scan includes a factor based on how well correlated the physical position of rows is with the index order, because this affects the number of random seeks in the scan. But for nulls this estimate cannot be performed, and bitmapscan is cheaper than plain indexscan on poorly correlated data.
Does this imply that the optimizer would always prefer the bitmapscan rather than index scan even if random page cost = 1, aka sequential cost, when the correlation is unknown like a null? Or only when it thinks random access is more expensive by some significant factor?