For a WTG pass, any razor resistance will pull the hair out from the skin. Obviously, this is fairly comfortable, or Schick would have gone bankrupt years ago.

With X/ATG passes, razor resistance will either bend the hair (unlikely given a previous pass), or push it back in towards the skin. Resistance from a properly honed and stropped razor is trivial, so this shouldn't affect closeness much. However, it is reasonable to suspect that these small inward movements of the hairs while shaving could cause the blade to be forced in towards the skin, potentially causing irritation and/or razor burn.

That's my two cents.