The most common and most likely answer to this crossword clue is the 3 plus 2 plus 3 letter word ARM IN ARM
I've seen this crossword clue in The Times
A
R
M
I
N
A
R
M
Buddy explains!

The straight part
We know that "closely joined" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case closely joined = arm in arm.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does ARM IN ARM mean?
ARM IN ARM adjective- Alternative form of arm in arm