How to close short for PO without a receipt in PS 9.2?

The Close short process doesn't seem to work for us if the PO that is not received. We are using PS 9.2. For example, We had a PO that is flagged as receiving required. The due date was yesterday. Zero quantity was received. We applied the close short changed to PO at the Close short work bench. Run the close short job from the work bench. The process didn't generate the change order to cancel the PO. It seems to work if a PO was partial received.In addition, what is the 'Close Days' field for in the Close Short run