Proposals to this effect actually predate math.SE, they was first brought up four years ago on meta.SO: Closing Etiquette: Why Do Some Answer *and* Close?Closing Etiquette: Why Do Some Answer *and* Close? (current score +55). This Linked column of that thread contains several later threads on the same topic. Nothing ever came out of it. From scanning the threads, it seems that the majority expectation is that closed questions will be eventually deleted, taking the answer with them.
Perhaps this is indeed a better solution: delete closed questions on meta (other than duplicates). I don't think that meta would lose anything valuable this way.