This is awesome and long overdue. Providing a simple way to go directly from an HTTP endpoint to SQS, Event Bridge or Kinesis makes it much easier to build more robust webhooks or tracking endpoints.
I have tried doing similar things in the past,using API Gateway and SQS without Lambda, and it was a huge pain.
I wish they had skipped coining the "storage-first" buzzword though. I mean, I get it, but I feel like it hurts more than it helps.
My first assumption was that they were just talking about writing data to S3 and then using Lambda to process after.