Alby can't close the channel as users can open channels with any peer and by default we recommend some awesome LSPs (Megalith, Olympus, LNServer) are used. Alby is not an LSP. 
Alby/the hosting provide could shut down the servers then you'd have to migrate somewhere else.  
 

 one thing I like about running AlbyHub on my Start9 node is that I already have my own channels setup and AlbyHub just sets on top of it so I get the best of both worlds. A sovereign lightning node and the power of Alby.