In Munkres' Topology, Theorem 27.3 says:
A subspace $A \subset \mathbb R^n$ is compact if and only if it is closed and is bounded in the euclidean metric $d$ or the square metric $\rho$.
The proof makes sense to me. But right after theorem 27.3, he says:
Students often remember this theorem as stating that the collection of compact sets in a metric space equals the collection of closed and bounded sets. This statement is clearly ridiculous as it stands, because the question as to which sets are bounded depends for its answer on the metric, whereas which sets are compact depends only on the topology of the space.
A set $X$ being compact means that for any open covering of $X$, it has a finite subcollection that covers $X$ also. So I see why that depends only on the topology.
I was trying to think of a counterexample to the ridiculous statement above, and I think one could be the set $X = \mathbb R$, for both the discrete metric, and the Euclidean metric: $X$ isn't compact, $X$ is closed because it's the full space, but in the discrete metric case it is bounded, while in the Euclidean case it's not. So would that be an example where the same non-compact set is closed and bounded for one metric but not the other?
Assuming that's right, it's still a bit unsatisfying to me because the discrete metric feels somewhat "weird". So I'm trying to figure out what kind of metrics (other than the two in theorem 27.3) would obey the "sets are compact iff closed and bounded" rule.
Is there a clear cut answer? Is there some common property that make them obey the rule?