This is because $j is set at 7 when you execute each sub. You probably wanted something like this

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

    while (++$j < 7) {
        my $state = $j;
        push (@closures, sub {print $state, "\n";});
    }
    return @closures;
}

foreach my $sub (&make_closures) {
    &$sub;
}

__output__

1
2
3
4
5
6
[download]

Now each closure will have it's own version of $state. The reason being that closures by definition save lexical state.
HTH

_________
broquaint