That's just a weird wart of Java – not allowing anonymous inner classes to close over non-final variables was just a cheat to avoid having to implement proper closures; I have no idea what the technical impediments to doing so were when that decision was made, but plenty of languages, including Scala, have real closures.

In Scala, the alternative is to declare that variable as "var" instead of "val". When would you ever choose var over val if your object isn't supposed to mutate?

It's an extra keyword, an extra complication in the language – one more binary choice to multiply with all the other options. It would be nice to get rid of the distinction altogether.