In any decent language, all functions are first-class, so if you want to use them as callbacks, you need that to work.

That's still true even if the API takes a separate context pointer that is given to your function as an argument.

There is still a function pointer there, and what you'd like to use as a function pointer is a function in your local language, and that's an object with an environment. Even if some instances of it have no environment, the FFI mechanism might want to tack on its own. For instance, the FFI needs to be able to route the callback to the appropriate function. Whatever function pointer FFI gives to the C function, when the C library calls that function, FFI has to dispatch it back to the original high level function. That requires context. Now that context could be shoehorned into that context parameter, but it could be inconvenient to do so; that parameter belongs to the program and to the conversation that program is having with the C API.