Yes, better. They showed an example of putting the function as an export of a package. There is absolutely no reason to have a package export close over a "my" variable. The only thing that accomplishes is getting in other people's way when they need to customize the behavior of the module. A module that advertises itself as a mini-database of known-bad URLs is more useful when it can be modified.
I believe that the purpose of a module is to provide re-usable code, for whatever purpose the user might need it for. The author has no business dictating what users can or can't do with the code, unless they are legitimately trying to prevent a common mistake they think users will make, and feel that users won't immediately realize it was a mistake.
If the author wants to retain the freedom to make internal changes to a module without potentially breaking other people's customizations, all they need to do is prefix those internals with _ to convey that intent, and the rest of the responsibility is on the user.