When customers write using Facebook Messenger and open a support ticket, sometimes their Facebook settings prevent an agent from returning messages via Zendesk. When this happens, agents only get a small, rather unnoticeable warning triangle on the message thread (I'm not even confident that this warning showed up before the ticket was closed). If you are fortunate enough to discover this later, you can hover over the warning triangle to see the following explanation and answer the customer natively on Facebook, but it may be too late to make that customer feel any better:
"Message not delivered: This user's Facebook settings prevent Zendesk Support from sending Facebook messages."
If Zendesk wants to help clients make sure every message is returned and help improve customer satisfaction, it seems like this situation should trigger Zendesk to reopen the ticket and provide the message quoted above as a pop-up so an agent can get adequate warning and realize right away that the message must be delivered natively via Facebook.