It may be nice in the moment, but there's usually regret a few weeks/months down the line when trying to read that code, or angst for the next developer. There isn't that much more effort to just create a normal def to hold that increase in complexity suggested by the need for multiple statements. That's why functions were invented in the first place.
There may be a few restrictions due to complexity, but lambdas isn't one. This is about decent and sane design choice[0] for readability.
[0] https://www.artima.com/weblogs/viewpost.jsp?thread=147358
From the blog post you linked: "But the complexity of any proposed solution for this puzzle is immense, to me: it requires the parser (or more precisely, the lexer) to be able to switch back and forth between indent-sensitive and indent-insensitive modes, keeping a stack of previous modes and indentation level."
He's saying exactly what I said: that parsing (or more precisely lexing) makes the problem complex, because Python uses indentation semantically. He then rationalizes avoiding the implementation complexity with a gut feeling: "But none of that takes away my gut feeling".
You see it as a rationalization, while I see it as good sense. After all he also mentioned the "puzzles solvers" who solved the "puzzle", and some would likely have happily provided an implementation if he had given the go-ahead. But he outright refused specifically because "... a user interface can handle only so much complexity or it becomes unusable". You don't need to try putting words in his mouth after he specifically stated that maintaining a simple user interface is higher priority.
And the really ironic thing is that we wouldn't even be having this discussion now if not for this focus, because Python wouldn't have gained such popularity to the point it's also attracting more folk who would destroy what makes it so popular in the first place.
If a callback function gets really unwieldy then you should probably extract it from the call site and define it elsewhere, but that should happen because you decided to, not because the language's limitations coerced you into doing it. The lambda restrictions in Python are probably due to the complexities of parsing indentation based languages, and the clean code argument is just a helpful rationalization. I've never woken up in angst over the fact that I wrote a callback function with two statements in it.