Comment # 5 on bug 1165047 from Ruediger Oertel

actually the "no such file" seems to come from the fact that the "cdrom" module
is not autoloaded any more.
if you do a "modprobe cdrom", then you can write the value, at least
on SLE-15-SP1 (4.12.14-197.34-default) and a halfway current TW install
(5.4.7-1-default)

cirrus1-opensuse:~ # modprobe cdrom
cirrus1-opensuse:~ # cat /proc/sys/dev/cdrom/autoclose 
0
cirrus1-opensuse:~ # echo 1 > /proc/sys/dev/cdrom/autoclose 
cirrus1-opensuse:~ # cat /proc/sys/dev/cdrom/autoclose 
1
cirrus1-opensuse:~ # echo 0 > /proc/sys/dev/cdrom/autoclose 
cirrus1-opensuse:~ # cat /proc/sys/dev/cdrom/autoclose 
0

now the question is: is the value != 0 on the reporter's machine
and if so .. then why ?