An interesting demonstration of why closures are useful is to start from a hypothetical language that supports closures but not objects and then implement a (simple!) object/class system. For me, it was extremely clarifying to have something in my mind click and go "Oh, OOP doesn't need to be a language feature ... there's this much more powerful concept available as a building block."
The venerable master Qc Na was walking with his student, Anton. Hoping to
prompt the master into a discussion, Anton said "Master, I have heard that
objects are a very good thing - is this true?" Qc Na looked pityingly at
his student and replied, "Foolish pupil - objects are merely a poor man's
closures."
Chastised, Anton took his leave from his master and returned to his cell,
intent on studying closures. He carefully read the entire "Lambda: The
Ultimate..." series of papers and its cousins, and implemented a small
Scheme interpreter with a closure-based object system. He learned much, and
looked forward to informing his master of his progress.
On his next walk with Qc Na, Anton attempted to impress his master by
saying "Master, I have diligently studied the matter, and now understand
that objects are truly a poor man's closures." Qc Na responded by hitting
Anton with his stick, saying "When will you learn? Closures are a poor man's
object." At that moment, Anton became enlightened.
Yes. This approach works. I used it when I actually did work in a proprietary language which had no usable objects, but did have half-decent lambdas. Most people did not understand or use them at all, but one new guy with a Java background asked me how to cope. I explained to him how to use closures to implement a simple bank account class, and he got it immediately.
The idea is really nice, but I'm not sure it would work on the OP's Joe, who probably wouldn't even care about the hypothetical language and would regard the whole concept hypothetical, only for those who have way too much free time. (With WoW on the table, you don't have that luxury.)
I would take the route of first order functions -> anonymous functions -> closures, but I think it is really a lost cause for the typical 9-5 programmers.