But "any" short-circuits: that smells the same as a list comprehension for side effects.

The beauty of Python is that the one, obvious way to do something is usually the right way. When you try to force something like this, you either run into silly bugs like "any" short-circuiting, or you waste your limited brainpower trying to avoid them. You're usually better off looking for algorithmic or architectural optimizations for speed, or refactoring for readability.