What you can do at a closed weigh station varies quite a bit state by state. In many of the places I travel, Texas and Oklahoma into the Midwest and northern Great Plains, when weigh stations are closed barriers come down. Sometimes only the scales are blocked, parking areas still open. In other cases, the entrance to the whole facility is blocked.
When open, if you are not in a vehicle class required to weigh, you will likely annoy someone by driving through, but unlikely to score a traffic violation. The stations are not always useful for getting RV axle weights, particularly where the operation is roll-through, sometimes as fast as 10 mph.