Earlier quoted context omitted.
The syntax is not the prettiest, but it is legible once you understand what [](){} means. In C#, there is no such thing, but there is a part of me that wishes we had such a thing. I like the ability explicitly state what variables are being captured.
I'm not 100% sure, but C#'s compiler should automatically capture what you need (and leave out the rest). I think the primary need for manual declaration is because in C++ you need to differentiate between pass by copy semantics and pass by reference semantics.
That's not actually a need, C++ includes [=] and [&] (capture everything by value or by reference). You can get a mix by creating references outside the body then capturing the environment by value (capturing the references by value and thus getting references).
On the one hand it has a bit more syntactic overhead (you have to take and declare a bunch of references before creating the closure), on the other hand there's less irregularity to the language, and bindings mean the same thing in and out of the closure.
FWIW that's what Rust does[0], though it may help that Rust's blocks are "statement expressions", some constructs would probably be unwieldy without that.
[0] the default corresponds to C++'s [&] (capture by ref), and a "move closure" switches to [=] instead