No, this was not changed, but possibly your Profile changed.
The behavior you decribe ("show closed" shows only closed items of non closed projects) is true for users who dont' have global view on all projects (Project Leader, Team Member)
The reason is that when a project is closed, the allocation to the project, that give the user the rights to see items of the project, is also closed, so user looses rights to see the items.
He must then enter the Archive mode to sse items he once had the right to see.

For users with Global rights (Administrator, Supervisor) they see all data on all project, so they always have the right to see items of closed projects, even if not in Archive mode.

Thanks for your answer but the thing is that I can see closed project without being in archive mode. In other words, we have long closed project that shows whenever I select "show closed"

I was used to see closed elements of a non-closed project and this is fine for project management.

Read what I wrote.
If you have so right with "Reader+" or "Manager+", you can see all project even if closed.

I cheched with default Project Leader right : he does not see closed projects if not in archive mode.

Ok thanks for the clarification.