We study the extremal surfaces of functionals recently proposed for the holographic calculation of entanglement entropy in general higher curvature theories, using New Massive gravity and Gauss-Bonnet gravity as concrete examples. We show that the entropy functionals admit closed extremal surfaces, which for black hole backgrounds can encircle the event horizon of the black hole. In the examples considered, such closed surfaces correspond to a lower value of the entropy functional than expected from CFT calculations, implying a seeming mismatch between the bulk and boundary calculations. For Lorentzian settings we show that this problem can be resolved by imposing a causality constraint on the extremal surfaces. The possibility of deriving conditions from an alternative conical boundary condition method as proposed by Lewkowycz and Maldacena is explored.