When You close the Job, they can see that it has been closed. It is not expected of clients to reply to every single application.
Individually declining proposal , in my personal opinion, serves no purpose . Others May ofcourse differ with me.
If you want you can manually decline any proposal and assign whatever reason you think is appropriate. You will get a chance to leave a message as well when you decline a proposal.
When I joined Upwork, about two and a half years ago, I used to get a message (from Upwork, in my opinion) telling me that my offer had been declined. I used to find this a bit painful: I'd rather not know that my offer has been declined, forget about it and move to other things.
Recently, I had two mails from two different clients informing me that my offer had been declined. I found it very nice that they had taken the time to let me know, but it didn't make me feel any better.
My offers will be declined many times, and that's the way life on Upwork is. After a while, it's not a big deal anymore, you just get used to it.