The set of all normal operators on a Hilbert space is not strongly closed
Solution 1:
I don't have a concrete example in my head right now.
But here is the fact: the strong limits of normal operators are precisely the subnormal operators.
Added much later: here is a path to show the above. One can show
projections are wot-dense in the unit ball
because the unit ball is convex, its sot and wot closures agree
The above then says that we can do the following: start with the unilateral shift $S$, which is subnormal. Construct a net $\{P_j\}$ of projections with $P_j\to S$ wot. Then construct a net $\{Q_k\}$ where ech $Q_j$ is a convex combination of some $P_j$, and $Q_k\to S$ sot.