It is so hard to panic in Rust it almost never matters.

In practice, I've never found the context of lambdas to be the least bit confusing. If you don't have a stack trace, you're baffled regardless--you need a debugger (at which point things are fine). If you do have a stack trace, you're as fine as you ever are--you might be missing captured variables, but in stack traces you're also missing any other stack context, so same deal.

It's just a drastically more convenient and useful way to structure lots of custom functionality as opposed to like half of the Gang of Four patterns.