This article mentions that thylakoid membrane is continuous with the inner membrane of cholorplast
Thylakoid membrane encloses the innermost compartment or thylakoid lumen. The inner membrane of chloroplast is sometimes continuous with the thylakoid membrane. Thylakoid membrane is composed of phospholipids and galactolipids. It is similar to the inner membrane of chloroplast and also shares some characteristics with the prokaryotic membranes such as cyanobacteria
but a answer on stack exchange on mentions that they are closed at the end
. Each , of these lamellae is composed of double membranes joined at the ends & each membrane is 100-200 angstrom thick....
Accordind to me thylakoid membrane should be continuous with inner membrane because it has originated from the same membrane, but i am not sure about it??