false-positive return-in-except-star for lambdas

[AI0867]

Bug Report

The "return" not allowed in except* block [misc] check introduced in #18123 triggers when a lambda is defined inside an except* block. It does not trigger on nested functions defined in the same place.

To Reproduce

mypy playground

Expected Behavior

I expect mypy to not complain about the presence of return statements if a lambda is present in an except* block.

Actual Behavior

main.py:6: error: "return" not allowed in except* block [misc]
main.py:9: error: "return" not allowed in except* block [misc]
Found 2 errors in 1 file (checked 1 source file)

Your Environment

• Mypy version used: 1.15.0
• Python version used: 3.12
• Whatever mypy playground currently uses by default