 Solution

Since $Y$ is a maximal matroid independent set in $Z$, augmentation gives $r(Y)=|Y|=r(Z)$. For any $x\in X$, the rank of a matroid of $Z+x$ equals that of $Y+x$. Indeed, if $x\notin Z$, either $Y+x$ is independent and has the largest possible size $|Y|+1$, or it is dependent and $Y$ is still maximal in $Z+x$: no element of $Z\setminus Y$ can be added, and neither can $x$. If $x\in Z$, both ranks are simply $|Y|$.

Consequently $r(Y+x)=r(Y)$ if and only if $r(Z+x)=r(Z)$, which proves $\sigma (Y)=\sigma (Z)$ for the closure of a matroid.