Java is the refutation, IMO: it does have a way to express a closure, it's just that the syntax (anonymous class) is laborious. You need to wrap up any mutable variables to be captured in final single-element arrays, and your closure type will be a single-method interface, but the expressiveness is there. The syntax just sucks.
The laborious syntax is what stops you from writing what may be expressed in C# as 'foo.Where(x => x.Name.Length > 10).OrderBy(x => x.Name)' in Java. The equivalent, even using the smaller Javascript syntax of 'function(x) { return x.name.length > 10; }', is tedious. The (current) Java syntax is just silly.
The syntax "weight" of a feature matters. Syntax that's light and unobtrusive invites use. Syntax that's large and clumsy dissuades use, to the point that whole libraries may not come into existence, not because of a lack of expressiveness in the language, but because of aesthetic ugliness.
Lisp has an out here because of macros; almost everything is equally ugly. Many people appear to consider this base level of ugliness unacceptable; others may see it as a flaw of Lisp, because the very malleability of the syntax makes it harder to encode implementation costs in the form of the program.