Yeah. Emacs Lisp requires you to solve problems in a different way than you are normally used to. I guess that's bad. But once you figure it out, it's not too much of a productivity drain, which is what matters in the end.
Well, in this case I would say it requires me to do more than I would expect to be necassary. When I set up my menu I just want to set each button to call a closure set up specifically with that button.
But as much as I think lexical scoping is just a requirement and as much as I wish elisp were closer to CL (in power, if not in size), emacs is still the best game in town for me.