I suspect we mean different things by the word "copy".

Because lexical variables live in scratchpads and because a closure carries around the scratchpad where it was created, I say that a closure does not make a new copy of the variable.

Because a new scratchpad is created on each scope entry and the closures returned bind to the new scratchpad, you say that a closure does copy the variable.

I don't think "copy" is the right word, but I understand what you're saying and the effect is indeed accurate.