"lambda functions" not "lambda expressions" - It is funny (or not) how Amazon redefines how a term is used by naming a product. The words actually make no sense, but people do not care and say It anyway "lambda function".
I just glanced over the Wikipedia article for lambda calculus and there is at least one mention to “lambda functions”, right in the intro. What’s wrong with “lambda functions”?
A lambda ("expression" is often not even said, instead simply "this lambda here ...") in many programming languages is already an anonymous procedure and often an anonymous function. So saying "lambda function" makes it sound like "procedure function" or "function function" or "lambda lambda".