I sometimes use lamdas as you describe, but only if its body is small. I do use larger lamdas for "workaround" code, code that is a temporary fix for an upstream bug. For example:

// Workaround for https://bugs.launchpad.net/appmenu-qt5/+bug/1380702
// No keyboards shortcuts in QT apps
inline void attachMenuBarActionsToWidget(QWidget &widget)
{
#if QT_VERSION >= QT_VERSION_CHECK(5, 1, 0) && defined(Q_OS_LINUX)
    if ([]() -> bool {
            // Return false if UBUNTU_MENUPROXY is empty (but set) or "0"
            if ((qEnvironmentVariableIsSet("UBUNTU_MENUPROXY")
                 && qEnvironmentVariableIsEmpty("UBUNTU_MENUPROXY"))) {
                return false;
            } else {
                try {
                    auto const ubuntuMenuProxy = qgetenv("UBUNTU_MENUPROXY");
                    if (ubuntuMenuProxy == "0") {
                        return false;
                    }
                } catch (std::exception &e) {
                    Q_UNUSED(e)
                }
            }
            return true;
        }()) {
        workaround::attachMenuBarActionsToWidgetImp(widget);
    }
#else
    Q_UNUSED(widget);
#endif
}

Using lamdas helps to keep ugly workaround code in one place.