That's not the same thing. $x is not in the package symbol table, but it still has a persistant identity. The compiler looks up the SV and points to it, and it stays that way. It's just like any other variable that's bound at compile time. Not being in the symbol table but in a lex table instead doesn't change the generated code.
The "closure" issue refers to a specific instance of a variable that keeps changing its identity. In a function, $x is a different SV each time it is called. The creation point of a closure uses the current one. The creation of the closure takes place after the my has its run-time effects. Your example creates count at compile-time
the warning is due to defining a function (that ends up acting as a closure, due to its use of lexicals defined in an upper scope) inside a function
You'll get that warning no matter how you contrive to create a named sub refering to a lexical variable that gets re-bound with each pass through the code.