Let $(X, d)$ be a metric space. Denote the open and closed ball as $$B(x_0, r) = \{x \in X \mid d(x, x_0) \lt r\},$$ $$D(x_0, r) = \{x \in X \mid d(x, x_0) \leq r\}.$$ Then $\overline{B(x_0, r)} = D(x_0, r)$.
$\overline{B(x_0, r)} \subseteq D(x_0, r)$
Obviously $B(x_0, r) \subseteq D(x_0, r)$, and since I've already proved that $D(x_0, r)$ is closed, the inclusion follows ($\overline{B(x_0, r)}$ is the smallest closed set that contains $B(x_0, r)$).$D(x_0, r) \subseteq \overline{B(x_0, r)}$
The points $x$ that satisfy $d(x, x_0) \lt r$ are clearly in both sets. So we consider the points in $$S(x_0, r) = \{x \in X \mid d(x, x_0) = r\}.$$ We have to show that $S(x_0, r) \subseteq \overline{B(x_0, r)}$. Let $x \in S(x_0, r)$, then $$x - x_0 = \lim_{n \to +\infty} \frac{n}{n+1}(x - x_0)$$ and since $$\left\|\frac{n}{n+1}(x - x_0)\right\| = \frac{n}{n+1}r \lt r,$$ it follows that $x \in \overline{B(x_0, r)}$ (from this theorem, which I already proved).
Now, to me the proof seems correct. However, there are some metric spaces in which the equality between the closure of the open ball and the closed ball does not hold. The theorem that I have used is valid in all metric spaces. So where is the error?