Oh, yes, good point, though I wouldn't call it a problem with how closures work -- Lisp has the same issue, for example, if you did a (dolist) or (loop) just like your Python code's 'for' loop. In both cases we have a language not originally designed for a style using frequent closures and running into some gotchas thereby.

My answers above were really short because I was on a tablet. May have come across as curt.