I just realised I don´t know how "closest point to a set of points" work!
I am attaching the image of the list I am trying to sample, but it doesn´t work as I thought. I used a graft list to sample each point to all the list in the other collection and I thought I´d have one point for each branch but I definitely don´t.
I'm not sure why, but I think if you right click on the "S" input for the closest point component in this case and "Flatten" it, then it will actually give you a closest point in the set for each of the grafted points, on separate branches.
I'm guessing that it has something to do with matching branch levels. In this case your "P" input is at 0;0;0;0
While your "S" input is at 0;0;0;0;0;0