The fact that SL2 is closed under intersection but not under union implies that it is not closed under complement since, by DeMorgan's Theorem
L1 ∩ L2 =
We know that the intersection of SL2 languages is also SL2. If the complement of SL2 languages was also necessarily SL2, then would be SL2 contradicting the fact that there are SL2 languages whose union are not SL2.
Lemma The class of strictly 2-local languages is not closed under complement .