'Say if you've got feelings for him, but he hasn't the ones for you but still fancies you?'
He wants a no-effort shag. He doesn't love you/want to be with you, it's just a shag to him, without the bother of chatting up/taking you out for dinner/pretending to be interested in your life first.
'Where's the harm is having sex?'
You will feel like shit. You will feel powerless, used and angry. And he still won't love you.
'Wouldn't it give some closure?'
No, because you don't want closure, you want him back. You are fooling yourself and you will feel much, much worse afterwards. No closure, just an open wound that continues to fester.
'Would it do a lot of harm?'
To him? No, it's just a shag. To you? Yes. To your dignity, your self-esteem, and your ability to start the recovery process. Lust isn't love. Lust won't turn into love. And while you allow this to happen, you will never clear space in your life to meet someone who will both fancy and love you and treat you with the respect you deserve.
'Would it give you one last chance to savour the moment before he goes off to pastures new?'
Oh shit, I'm not even going to answer that one! Look, I've been there and it hurts even more than the first time. Imagine ripping off a plaster, s-l-o-w-l-y, then going back and doing it all over again. And again. I swear to you, if you say no, you will feel so much better about yourself.