Implicitly typed lambda expressions
You can't use an implicitly typed variable declaration to declare a lambda expression.
It creates a circular logic problem for the compiler. The
tells the compiler to figure out the type of the variable from the type
of expression on the right hand side of the assignment operator. A lambda
expression does not have a compile time type, but is convertible to any
matching delegate or expression type. When you assign a lambda expression
to a variable of a delegate or expression type, you tell the compiler to
try and convert the lambda expression into an expression or delegate that
matches the signature of the 'assigned to' variable. The compiler must
try to make the thing on the right hand side of the assignment match
the type on the left hand side of the assignment.
Both sides of the assignment can't be telling the compiler to look at the object on the other side of the assignment operator and see if my type matches.
You can get even more details on why the C# language specifies that behavior by reading this article (PDF Download)