The plasmid won't religate efficiently if the ends are not compatible. However, it's possible that very rarely your plasmids may re-ligate, perhaps because of a tiny level of contamination with exonuclease that trims back the ends to be blunt. Or there may be spontaneous blunt breaks or other strange events. This may happen in a tiny fraction of the plasmids, one in millions, but since your transformation step selects for circularized plasmid very efficiently you may end up detecting it.
Note that these rescued plasmids are often aberrant since they are unpredictably trimmed at the ends or otherwise followed a non-designed path to circularize; this is not something you want to count on for your cloning, it's an annoying byproduct that you want to avoid.