Conway says if $K$ is a nonempty compact convex subset of a locally convex Hausdorff space $X$, then ext$K \neq \emptyset$ and $K = \bar{\text{co}}(\text{ext}K)$.
Here the compactness of $K$ and closed convex hull depends on the topology of $X$. But it seems strange that the statement on nonempty ext$K$ does not depend on the topology of $K$, since the definition of extreme point has nothing to do with the topology.
More formally, if $K$ is compact for any topology on $X$ (making it into a locally convex space) then it has a nonempty extreme point?