If RE languages are closed under intersection, why aren't CFLs?

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Since we can prove that Recursively Enumerable (RE) languages are closed under intersection, and that Context Free Languages (CFLs) are RE, why then are CFLs not closed under intersection?

Edit: This really was a stupid question if there ever was one. All CFLs are RE languages. But the RE languages being closed under intersection only means the intersection of two CFLs is RE.