I don't think that we are going to come to agreement on whether closures are objects. Of course you can shoehorn your understanding of closures into an OO framework. But that isn't a useful view because it seriously misleads you about how to actually make effective use of them.
If I was going to put this as a linguistic metaphor, I'd say that objects make good nouns and closures make good verbs. You think about them completely differently, and you evolve designs with them differently as well. With objects you think about pieces that need to communicate with each other. With closures you evolve behaviours.
But that is rather vague. Read Why I like functional programming, Re (tilly) 1 (perl): What Happened...(perils of porting from c) and Re (tilly) 1: 5x5 Puzzle to get an idea of how I use closures in practice. If you don't get a sense from that code that manipulating closures "feels different" than OO design, then I really don't have any idea how to communicate the mindset shift involved.