Import * inside an inner function fails only if that function references variables defined outside the function.

import_star_from_closure.py

>>> def outer():
...     def inner():
            "Fails with SyntaxError"
...         from numpy import *
...         return array
...     return inner()
...
<stdin>:2: SyntaxWarning: import * only allowed at module level
  File "<stdin>", line 3
SyntaxError: import * is not allowed in function 'inner' because it is a nested function
>>> def outer():
...     def inner():
            "Warns, but doesn't fail!"
...         array = 3
...         from numpy import *
...         return array
...     return inner()
...
<stdin>:2: SyntaxWarning: import * only allowed at module level
>>> outer()
<built-in function array>