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Abstract We show for any $$d,m\ge 2$$ with $$(d,m)\neq (2,2)$$, the matrix-valued generalization of the (tensor product) quantum correlation set of $$d$$ inputs and $$m$$ outputs is not closed. Our argument uses a reformulation of super-dense coding and teleportation in terms of $C^*$-algebra isomorphisms. Namely, we prove that for certain actions of cyclic group $${{\mathbb{Z}}}_d$$, $$\begin{equation*}M_d(C^*({{\mathbb{F}}}_{d^2}))\cong{{\mathcal{B}}}_d\rtimes{{\mathbb{Z}}}_d\rtimes{{\mathbb{Z}}}_d , M_d({{\mathcal{B}}}_d)\cong C^*({{\mathbb{F}}}_{d^2})\rtimes{{\mathbb{Z}}}_d\rtimes{{\mathbb{Z}}}_d,\end{equation*}$$where $${{\mathcal{B}}}_d$$ is the universal unital $C^*$-algebra generated by the elements $$u_{jk}, \, 0 \le i, j \le d-1$$, satisfying the relations that $$[u_{j,k}]$$ is a unitary operator, and $$C^*({{\mathbb{F}}}_{d^2})$$ is the universal $C^*$-algebra of $d^2$ unitaries. These isomorphisms provide a nice connection between the embezzlement of entanglement and the non-closedness of quantum correlation sets.
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