Hi Somik,
Closure notification email, is sent through Notification settings, in Step 1(of MSMP workflow Config.), but that is a global notification setting, i.e for all requests closed.
So, you can customize this to include status(LINK_REQ_GET_STATUS) of requests,
REJECTED option shown by Srinivas, is at stage level, which you need to remove, however, you can direct it to a Point of contact(eg. Security team), so that the security team can then forward the mail,. to the user
Regards
p