The lady does whatever the flow of the figure being danced requires. In most cases that will mean she starts to close her feet... but if she completes the process will depend on if the man redirects things before she can, or not. For example, in a running spin turn, he will lift her out of the spin before her feet can close, but she shouldn't try not to close her feet. I'd have to look at some overturned spin turns to answer what ideally happens there.
It all comes back to the lady not consciously knowing which figure is being danced until it's too late to act on that knowledge - her actions are more in the way of reflexes to what is going on than in textbook classified figures. If the man sets up the textbook conditions, then what the lady does should match the description, but as a result of the conditions and her trained reflexes, not because that was the way the step was described.