Closure Weirdness

namespace CSharpTests
{
    class Program
    {
        private static event Action myEvent = delegate { };

        static void Main(string[] args)
        {
            for(int i = 0; i < 100; i++)
            {
                var jj = i.ToString();
                myEvent += () => { Console.WriteLine(string.Format("Line {0}: {1}",jj,i)); };
            }

            myEvent();

            Console.Read();
        }
    }
}