I'll assume that you're actually returning @closures from make_closures(). Since you're reusing the same lexical $j within the loop, each closure encloses the same lexical. If you change the value in one, it'll change for all of the others.

The solution is to create a new lexical for each closure.

sub make_closures {
    my $j = 0;
    my @closures;

    while (++$j < 7) {
        my $value = $j;
        push (@closures, sub {print $value, "\n";});
    }
}
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I also advise you not to use the &sub method of calling functions. It has implicit behavior that may not be what you want.