You seem to be confusing interface and implementation. Lazy lists and for comprehensions appeared in functional programming languages first; and that Python code looks to have borrowed them.
It's great that functional languages were first to catch onto these ideas, but that doesn't mean that anything else that uses them becomes functional. The interface isn't even functional, since in code like
foo = iter((1, 2, 3))
{x for x in foo}
Sure, but Python wasn't the first imperative programming language. (An aside: that's not strictly true anyway; the error thrown when you do 1 + [] is a side effect.)