Closure relations of Newton strata in Iwahori double cosets

We consider the Newton stratification on Iwahori double cosets for a connected reductive group. We prove the existence of Newton strata whose closures cannot be expressed as a union of strata, and show how this is implied by the existence of non-equidimensional affine Deligne–Lusztig varieties. We also give an explicit example for a group of type A₄.