when you have a parent case and it closes, it makes sense that the children are also closed because by association, their parent is dead! nobody to take care of them - the main way to access those children is gone.
but the other way around, does not make sense to me at least as a child case is only one of many potentially. but a parent, is only one parent at any given time.
if you wish to have a rule to close the parent cases, try this
when the event that is supposed to close the child case takes place
update a parent case proprety that you create for this purpose "call it something like time_to_close_case" and update it with say..."yes"
have a case closing rule on the parent case when that case property says "yes"
done