I'm not quite sure what you want - your query works. The part of order by updated of course does not reflect the time when this status change occured since, as you said, there could be updates or comments.
If you want to identify issues where this status change was made in a certain time window (e.g. within the last 7 days) you could use following query with the DURING syntax.
project in (XXXXXX, YYYYYY) AND issuetype = Bug AND Status CHANGED FROM ("Blocked","Dev Complete","Feature Complete", "In Analysis","In Definition","In Development","In Front End Finalisation", "In Independent Test","In Progress","In Reqs Review","In Test","Not Started") to ("Closed","Done") DURING (-7d, now()) order by updated desc
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