The biggest friction I experience with respect to rust closures is their inability to be generic: I cannot implement a method that takes a closure generic over its argument(s).
So then I'm forced to define a trait for the function, define a struct (the closure) to store the references I want to close over, choose the mutability and lifetimes, instantiate it manually and pass that. Then the implementation of the method (that may only be a few lines) is not located inline so readability may suffer.