Although I could possibly take exception to "didn't properly handle exceptions" (pun), because you seem to define "proper" to fit your coding preferences, and some of the others, but the bottom line is that I just don't see closures a significant improvement over code I deal with.
For one, I don't like wide-reaching blocks. That is an anti-pattern IMO. I would rather see a CloseFoo command rather than an lonely little "}" sitting far from its parents and deepening the nesting. It is better "self documentation" IMO because I know where the range ends and I know WHAT is ending. "}" is too bland. Most of my close's are at the end of the routine, I would note.
The "ideal" auto-end-bread is situational. One possibility is to have it automatically close at the end of the routine if not done explicitly, but you seemed bothered by this for some reason. (Perhaps because existing languages don't support it well?).
I just don't see the big deal about closures. I don't. Their benefits seem rather minor. Again, I see no reason to move them to the top of my wishlist and it appears that enough others agree because mainstream languages keep omitting them (or at least downplaying them). They have the reputation for being mental masturbation, and part of that *is* deserved IMO.