That was a rhetorical statement. The same reason you don't need global objects in an OO language is the reason you don't need global data structures in an imperative or functional one.
Your Sword class doesn't hold a reference to a NetState object, but then, my Sword struct doesn't need a reference to a NetState struct, either.
If I were to climb the reference hierarchies back to my 'main' function, I would find a common ancestor, just like in OO if I were to climb my reference hierarchies, I would get back to the class with my 'main' method. But that doesn't imply global state; it's all scoped down in the code where I defined and use it.
I don't usually deal with stateful closures. In OO we often have file objects, and if you call Close() on said object, subsequent Read() invocations fail because the encapsulated state has changed. What's the closure analog for this?
But my Sword class doesn't hold a reference to a NetState object.