Think carefully about this question: what is the point of closing a question? I can think of essentially two general reasons for closing, and neither of them is to save space anywhere:
I don't agree with the reasoning that a question should be closed because people don't want to see it any more (btw, please vote up Qiaochu's feature request on meta.SE). Frankly, the questions (I can think of) that have been closed for that reason have really been off topic from the beginning. They've also been really vague. A proper focused reference request simply will not invite scads of answers, so this won't even come up.
Incidentally, I actually agree with you about voting to close that particular question, but it has nothing to do with the fact that it has the [reference-request] tag. Pete Clark said it quite well in a comment:
]]>I am surprised that this got so many answers without anyone asking (publicly) the questioner what s/he was looking for in a measure theory text. Without that information, the question becomes "Please list some measure theory books that some people have liked", which is pretty close to just "Please list some measure theory books". Even a community wiki question should have more of a focus than this, IMO. – Pete L. Clark Feb 1 at 8:59
This sort of thing happens pretty often, usually when new users (who curiously very often have only one reputation point) dredge up an old reference request. Perhaps we could have a time limit on reference requests to avoid having them bounced up to the front page after they are no longer relevant. Any thoughts?
Edit: I have voted to close as "no longer relevant", since this appears to be the case.
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