The thing about static, is to forget circuits models and flowing in a loop when starting out. Circuit models are a simplification of a small group of well-defined physics we use a lot to make things easier to work with.
But static electricity is outside of these definitions and operates on more general physics. You can use circuit models to model what is going on but it is just going to confuse you if you don't think about what is physically going on first because the circuit model in the case of static is more of a charge-accounting, book-keeping method rather than something that reflects what is actually going on and where/how charge is moving.
For example, we all know a floating steel ball can pick up a charge if you touch another charged object to it, and that acquired charge can be measured with respect to other things, but the steel ball has just one "terminal", the conductive surface of the ball, and when the charge entered the steel ball it entered one-way. Nothing flowed out to make a closed loop (unless you count leakage to the surroundings but that happens over a much longer period of time than it took for the charge to initially flow in.). There's a mismatch in time when you look at the closed loop charge flow.
But in the circuit model, the only thing that holds charge is a capacitor so that would model the steel ball. But the capacitor has two terminals whereas the metal ball only had one. One terminal is like the surface of the steel ball, and other terminal is connected to whatever you are measuring the acquired charge against, but the steel ball has no such connection, yet it still holds a charge which can be measured relative to other things. And when the capacitor charges up current does flow in and out at the very instant the charge is acquired. There's a mismatch between physical reality and the circuit model but it's useful for keeping track of and calculating things.
So forget circuit models, closed loops, and free space capacitance for now.
Does air have to flow in a closed-loop? Well, if you want it to flow continuously it does. But we also know that it doesn't need to flow in a loop. You can just connect a higher pressure gas tank to a lower pressure gas tank and the air flows momentarily. Static electricity is the same. Just think about metal balls carrying around charge and equalizing charge between the two whenever two balls touch.
And I'm feeling lazy so just read this which I wrote a while back:
Are ESD safe tools necessary with proper setup?
