Considering that the creator of the Python language considered getting rid of lambdas because they are essentially limited functions and thus violate Python's "one obvious way to do it" philosophy, I'd rather those learning Python to be shown the latter, rather than the former.
From a development and version control perspective, as soon as the lambda function requires more than a simple expression, i.e. a compound statement (https://docs.python.org/2/reference/compound_stmts.html), you have to trash the whole line, instead of adding perhaps a single extra line of content.