This is super old, but I just ran into this. Permissions were correct and we were all scratching our heads. It turned out there was another active sprint in the project. The "View" for the "Active Sprint" board was accounting for all the open sprints in the project. Therefore, changing the view to the sprint that you are looking for will allow you to close the sprint.
JIRA admins have administrative rights to administrate. Not do everything (it's a poor security model)
Have you got "manage sprint" permissions in all the projects the board covers?
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