Closures and nested functions are definitely great (so don't get me wrong), but I'm kind of the opinion they are more of a luxury (for an automation orientated language) or not so necessary except in a minority of cases. A lot can still be done with AHK v1 and subroutines inside of functions (
https://www.autohotkey.com/docs/Functions.htm#gosub), if a user is insistent or find it necessary to stuff the maximum utility inside of a function versus breaking it out over two or more functions.
It's likely many AHK users (including those from AHK Basic and years back or coming from using the BASIC programming language) might have started out or leaned on using a lot of Labels, Gosub, Goto, etc... Debatably, this approach helps make AutoHotkey easier to learn. Once they switched over or started to use functions more, it would be quite easy to use Labels for subroutines inside of a function. Yes of course nested functions can do the same within a function, but I'm referring to how various people might have progressed or have been using a lot of Labels (to include Hotkey Labels) in their code, so using them in functions could be easier. Clearly those coming from other programming languages that don't or rarely use Labels, Goto, Gosub, etc... might feel weird about it.
Interestingly the Object Pascal programming language has Labels, Goto, and nested functions. So in that regards, AHK v2 would have company, where various options are possible. Also, having closures, nested functions, and fat arrows kind of gives AHK v2 a more JavaScript or Swift type of feel. And I don't think it bad for AutoHotkey to take inspiration from those languages. If someone who started out in AutoHotkey were to take on learning other languages, I would think it can make it an easier jump to JavaScript or Swift, and maybe including Object Pascal or Go. Swift would probably be very comfortable for many AutoHotkey users, unfortunately it's more macOS orientated.