I think this is a problem with HTML.tmLanguage file.
I've wanted to know why, in addition to not being able to close those tags, the matching tag decoration won't work with some tags including script tags.
So, a bump from me. Hopefully someone more knowledgeable chimes in.
EDIT: the tag matching decoration appears to work using meta.tag.blah.html so to fix this issue jps will need to add meta.tag.script.html to the source.js.embedded.html and meta.tag.style.html to the source.css.embedded.html definitions in HTML.tmLanguage
EDIT2: Although this works it will cause the entire block of code within the tags to scope as meta.tag.blah... which will cause problems of it's own. I believe it may be still possible to match source tags without having to scope the entire thing as a meta.tag block