It means that you are not executing your anonymous function (or a closure).
An error will be thrown for this example using arrow functions:
echo $fn = fn($x = 42) => $x;
Or for any anonymous function
echo function($x = 42) { return $x; };
To resolve this error you need to execute the closure.
echo $fn = (fn($x = 42) => $x)(30); // take notice of the 2 sets of brackets
echo (function($x = 42) { return $x; })(30);
This kind of syntax is called IIFE and it was added in PHP 7.