We know what a closure is. It's a function that gets a little bubble of data pinned to it at runtime, which it can then make use of wherever it goes.
Now lets squint a little at that object. Focus on some things and let others fade into the background. For example, lets imagine an object with just one public member function. And then, imagine it also has no public properties or fields. It does have some private fields, though. And those private fields are initialized by the constructor of the object's type.
So now what do we have here? A member function, with a little bubble of data pinned to its object at runtime via the constructor function, which it can then make use of wherever it goes.