Skeeve - if the airport is closed how can you have an "active" runway. It may not be co-incident with the prevailing wind, that's all. Thats one of the reasons you ident the ILS, to make sure you know which end of the runway the ILS is selected on.
And like others here - as an ATCO I've offered cloudbreak ILS's (nobody's ever received a bill) and as a Pilot I've requested and been given them. Very useful with cloudbases just above circuit height at destination airfields. Just make sure you know the topography for transiting between the two.