Extra test code, to compare with cases when works:

$a = function($arg) { echo "\nok"; };
$aRef = function(&$arg) { echo "\nok"; };

$z = 1;

$a($z); // ok
$aRef($z); // ok

call_user_func($a, $z); // ok
call_user_func($aRef, $z); // ok

class MyContext {}

$a->call(new MyContext, $z); // ok
$aRef->call(new MyContext, $z); // WARNING ...

Expected:

ok
ok
ok
ok
ok
ok

Actual:

ok
ok
ok
ok
ok
Warning: Parameter 1 to MyContext::{closure}() expected to be a reference, value given in C:\bin\php7.0.7\bug.php on line 17

Obvious workaround, (which I have successfully missed at first, hence this bug report), is to use Closure::bind and then call the function in a regular way.

A misinformation in my original post, call_user_func does not (always) work.
It works only if function was called in a regular way first (something having to do with internal caching I guess?), which was done in my test.

Here's a corrected sample code:

---------------------

$a = function(&$arg) { echo "\nok"; if (isset($this)) echo ', '.get_class($this); echo "\n"; };

$x = 1;
$y = 1;

$a($x); // ok

call_user_func($a, $x); // ok - because $a($x) was previously called
call_user_func($a, $y); // WARNING - because $a($y) was not called

class MyContext {}

$a->call(new MyContext, $x); // WARNING

$a = Closure::bind($a, new MyContext); // workaround

$a($y); // ok, and in desired context

Confirmed: <https://3v4l.org/SPse9>.  Since there are viable
workarounds available, that might be a documentation problem.