Yes, for example if KsubsetL is an inclusion fields, then the induced map
Spec Lto Spec K is a homeomorphism (both source and target are single points),
but the induced map on sheaves is the given inclusion of K into L, which is
surjective only if K=L.
For another example, let X′toY be a closed immersion of schemes over barmathbbFp, and let XtoX′ be the relative Frobenius morphism.
Then XtoX′ is a homeomorphism on underlying topological spaces but is not an isomorphism of schemes, and so the composite XtoY is a closed embedding on underlying spaces but not a closed immersion of schemes.
As one last example, let X′ be the cuspidal cubic given by y2=x3 in the affine
plane Y (over mathbbC, say), and let X be the normalization of X′ (which is just
the affine line). Then XtoX′ is a homeomorphism on underlying spaces, but is not
an isomorphism of schemes. The composite XtoY is thus not a closed immersion,
but induces a closed embedding of underlying topological spaces.
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