Personally, I find it rather frustrating that you can’t bulk close open activities when viewing in a sub-grid under Campaign Activity. Ultimately it comes down to how things work behind the scenes since Campaign Activities can distribute multiple types of activities (phone calls, emails, etc). Additionally, the out-of-the-box command bar logic for activity status changes (like “Mark Complete” or “Close”) relies on record-type-specific logic which can often also prompt for record-type-specific data.
See also https://share.gemini.google/PSJxwYoX8Y06