It is such a weak smell though you might as well look at any bit of code you have and ask yourself if it is bad code. Lambdas are fine in a lot of places and the existence of them is not an indication of good or bad code. It is just a tool that can be used in lots of situations.

A better smell here is excessive inlineing causing a loss of context. Does not matter if it is a lambda, or a parameter to a function call, or a field in a object creation. None of those are signs of bad code, but if you cannot understand what something anonymous is doing you might want to give it a name. This does not mean creating a named function, but might just be assigning the lambda or parameter to a variable so it is named.

But on the flip side I find it you are struggling to name something then that can also be a smell that maybe it should just be inlined. Giving everything a name can create just as bad code as trying to inline everything. There is a balance in the middle somewhere. And the presence of a lambda does not really hint as to which way you want to go. So its existence is a very poor marker for code quality.

it’s probably worth taking a second to ask yourself

You can extend this to all code, not just lambdas. Any code you can take a second to ask yourself if you could write it better or more readable. If that is the bar then all code has a very weak code smell and singling out lambdas here seems arbitrary.