Saying Python's behavior is consistent to Perl's is at best an over simplification and can't be left uncommented.

Nope, no simplification. Capturing works exactly the same: Variables in scope remain accessible beyond their normal scope.

Your code was also over complicating Python, you never needed the variable i, because j never goes out of scope.

subrefs = []

for j in range(1,4):
   def subref():
      print( j )

   subrefs.append( subref )

for subref in subrefs:
   subref()
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3
3
3
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Cheers Rolf
_{(addicted to the Perl Programming Language :)
see Wikisyntax for the Monastery}

The OP's entire question is about the value of i. You can't just remove it! Chill out, man. You made a mistake, fine, but now you're compounding it time after time.