I had to work with Python a few times in the past year and I really have to agree. The lack of proper lambdas, closures, its reliance on mutable data structures and imperative idioms, and the useless distinction between statements and expressions makes it feel like somebody was trying to write a modern language but for some reason stopped halfway.
For example: you can't assign the result of an "if" statement. Why? Because it's a SyntaxError, no real reason. There is even an "ifExp" in the language grammar, but that's only for inline ifs.
You can't have statements in lambdas, and map and filter are "unpythonic". Yet everybody feels like list comprehensions are the best thing after sliced bread, despite being the same thing.
Closures are also clunky: you can define another named function inside a function and call it afterwards, and you can use functools.partials from the stdlib, but I think people feel like it's unpythonic and instead pollute the namespace with singleton classes that only have one method.
Ultimately, to me it feels like this all hurts the composability of the idioms of the language. List comprehensions can be nested, but they feel clunky and they're in a syntactical wall garden. You can compose expressions, but not statements.