Sometimes it is, sometimes it's not. If you allow me to generalize this to list comprehensions vs. standard functional techniques, sometimes the list comprehension is cleaner. Take the list comprehension

  [f for f in os.listdir('.') if f.endswith('.csv') and not f.endswith('_avg.csv')]

The lambda alternative (which would make a great blog name) is

  filter(lambda f: f.endswith('.csv') and not f.endswith('_avg.csv'), os.listdir('.'))

I find the list comprehension cleaner because it introduces less noise.