Example of a convex set that exist in a space that does not carry a topology.

Question

I want an example of what is being said here (first answer) on quora:

https://www.quora.com/Topology-is-a-convex-set-always-compact-by-definition

``Similarly, convex sets may exist in spaces that don’t carry a topology (though this is less common.)´´

Is it just something trivial like ``just don´t put a topology in the thing´´ or is there a more cool example?

Thanks.