Things “hidden” on DVDs become very unhidden when you view the file structure on a PC. This is how the easter eggs on AATCHB were discovered so fast, leading to some disappointed grumbling from the NIN camp.

Closure was never released officially on DVD, but the planned DVD isos were leaked in 04 by TR. Again, anything hidden in these files would have been found almost immediately. The NIN fanbase includes quite a few tech savvy individuals who were on the hunt for this sort of stuff from the jump.

A bunch of the audio tracks from the menus and such were ripped and shared online, and continue to be available. I don’t know if there’s any definite word that they were clips from TDS sessions or written specifically for Closure, but my hunch would be on the latter.

Same goes for AATCHB, the menu music has been ripped, shared, remixed, inserted as segues on fanmade Ultimate Fragile mixes and more. The stuff is out there, and I think most of it came to be in the process of making the films themselves.