Anonymous functions are vital to any modern high level language.
I think most people get hung up on the word. If the keyword was changed from “lambda” to “fun” for example I think it wouldn’t be as obtuse to more intermediate developers.
To be honest I think the lambda does Python a service vs a disservice. It helps to illustrate that everything in Python is an object. Once you realize you can treat functions similarly to how you treat things like integers and strings your mind opens up to functional style. Assigning a function to a variable the same way you do with a string, for instance, helps to reinforce this concept.