I'm the OP, and I'm not really sure what the source of let-down is here.

Nu has closures, anonymous functions, supports currying etc. It uses the Cocoa classes and they claim it can even be compiled onto the iPhone.

So while the examples in git may be "imperative" I would guess its only because they are trying to show how to be interoperable with Cocoa objects which, not being functional, causes imperative constructs to creep back into your code. The same thing happens when you try to use existing Java objects in Clojure. This seems to be a limitation only of the examples and not of the language itself.