Consider a class C and a set of potential feature changes F'. If class C has two responsibilities, it is likely that many F in F' will only affect code for one of those responsibilities in C.
We apply an F to C but, since there are two responsibilities in C it has less closure - it was open to F and to feature changes that applied to the other responsibility.
Now consider separating responsibilities by breaking C into C1 and C2. If F only applies to C1, C2 is closed with respect to F.
Smaller, focused abstractions lead to closure.