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For a closed Riemannian manifold $M$, must the set of points with non-unique closest points to a closed submanifold $S$ of $M$ be of 0 volume measure?

Let $(M,g)$ be a closed (compact without boundary) Riemannian manifold of finite dimension, with the volume measure $\mu:= \mu(E):=\int_{E}dvol_g \forall E \in \mathcal{B}(M),$ the Borel sigma algebra ...