I don't see anything that says it only supports strings while it does mention 
callable and callback... Closures certainly qualify for both.

It is indeed not strictly described as invalid, but not as valid either. And 
IIRC the "callable" hint appeared in 5.4, whereas "callback" has used in PHP 
documentation since the dawn of time to describe function/(object|class,method) 
and anonymous functions from create_function, while closures appeared in 5.3

What I suggest is simply to make it explicitly valid, probably as a version note 
in the changelog, noting that from 5.3 on, closures are a valid callback type. 
This will not make the main doc more complex but will spare other devs some 
doubt/grief: from reading the doc, I thought it wouldn't work, and only tried a 
closure "just in case".

Maybe I should roll a patch to show how it could look IMHO ?

Actually the documentation is very clear in this regard.
The parameter type is given as "callable"[1] and linked to
<http://www.php.net/manual/en/language.types.callable.php>,
where it is stated:

| Apart from common user-defined function, create_function()
| can also be used to create an anonymous callback function. 
| As of PHP 5.3.0 it is possible to also pass a closure to 
| a callback parameter.

[1] Arguing that it was *formerly* called "callback" is irrelevant
regarding to the *current* documentation, IMO.

I don't think there's any real value in changing the reference for every function 
that accepts a callable to explicitly note the existence of closures in 5.3.0+ 
when it's documented on the linked callable page.