Hibernate could not initialize proxy - no Session

My code retrieves all information related to the user:

SessionFactory sessionFactory = HibernateUtilities.configureSessionFactory();
Session session = sessionFactory.openSession();
UserDetails ud = null;
Set<Address> userAddress = null;

try {
    session.beginTransaction();
    ud = (UserDetails) session.get(UserDetails.class, 1);
    userAddress = ud.getAddresses();
    session.getTransaction().commit();
} catch (HibernateException e) {
    e.printStackTrace();
    session.getTransaction().rollback();
} finally {
    session.close();
}

System.out.println(ud.getName());

for(Address addr: userAddress){
    System.out.println("State " + addr.getState());
}

The ud.getAddresses() simply returns a set of Addresses of the user.

My question is: why does the ud object still have its value (eg, name) even though the session is already closed? getAddresses() is an instance variable of the UserDetails class. But why can't I retrieve its value but I can retrieve regular instance variables of the UserDetails class?

ud.getAddresses() is an @EmbeddedCollection.