You can custom the tab panel header. Define your own 'closeTab' method to close the panel.
<eui-tab-panel #p1>
<ng-template euiHeaderTemplate>
<span class="tabs-title tabs-closable">tab2</span>
<a href="javascript:;" class="tabs-close" (click)="closeTab(p1)"></a>
</ng-template>
</eui-tab-panel>
closeTab(panel){
panel.close();
}