yes basically When you say,that every Regular is CFl and Cfl intersection CFL...... Completely two different things
CFL L1 intersection CFL L2(here may be some languages,which are not regular) so it is not closed under intersection..But why??
beacuse L2 may be has some complement which is Not even CFL(as it is not closed in colplement also)
But CFL L1 intersection Regular R1 .
Yes here R1 is also CFL ,but we have that gurantee that R1' (i.e. complement) will also be in cfl ,coz regulars are closed under complement...so intersection have all elements in CFL
hope this clears your doubt