Photonic Wire Bragg Gratings, made by periodic insertion of lateral rectangular recesses into photonic wires in silicon-on-insulator, can provide large reflectivity with short device lengths because of their large index contrast. This type of design shows a counter-intuitive behaviour, as we demonstrate -using experimental and numerical data -that it can have low or null reflectance, even for large indentation values. We provide physical insight into this phenomenon by developing a model based on Bloch mode theory, and are able to find an analytical expression for the frequency at which the grating does not sustain the stop-band. Finally we demonstrate that the stop-band closing effect is a general phenomenon that may occur in various types of periodic device that can be modeled as transmission line structures.