Been opening and closing many accts for many years (but I do wait six months or so minimum before closing). Never had any miles taken back by Chase, Citi, Amex or anybody else.

But, you can lose miles if you close the account before the current balance is paid off and miles posted to the airline.

Or, if you have propriatary points, such as Amex Membership Rewards or Cap1 "miles" if you close the account you can lost them. So, use 'em up or transfer them before closing account.

If you got AA miles from Citi you should be okay, if the Citi Thank You points may be a different story.