I don't think confronting her with this issue would be a bad thing. However, do try to make it non-accusing. Something along the line of "I know we've been in awkward situations before, but I think you are a great person. I value our friendship and I want us to be friends. If you feel it's too weird for you and you actually want to break off all contact, I can totally understand and won't hold it against you (leave her room to retreat)." In my opinion, just make it very clear that you are not trying to pursue her romantically anymore, but because of the closeness that you once shared you would like to remain friends. I think if you put yourself out there and make your intentions clear, she would do the same for you.
Non-closure sucks. Trying to get closure when the other person is not ready to give you one also sucks, but at least you're trying