Yes, Python closes over references to a mutable variable, and list comprehensions work the same way. It doesn't close over the value.
I'd make the suggestion that closures are not very "Pythonic". Use objects instead:
class add_n_func:
def __init__(self, n):
self.n = n
def __call__(self, x):
return x+self.n
return [add_n_func(n) for n in range(10)]