Your sub isn't really a closure, because it doesn't reference any lexical variables that will go out of scope. Thus, there is no need for Perl to allocate a separate subroutine each time.

On the other hand, if you changed your code to:

use strict;
use Data::Dumper;
my %x = map { my $a; $_ => [$_, sub {$a; shift;}] } qw(a b c);
print Dumper(\%x);
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then the sub becomes a closure, and you get three distinct subroutines, each one refering to a distinct instance of $a.