Consider the code:
How this type of lambda expression is translated by the C# compiler?
The compiler internally resolves this type of lambda expressions by writing a private method and moving the expressions’s code into that method.
It is possible to verify this using a free .NET decompiler like dotPeek.
Why this is relevant?
I am a strong believer that is important to understand what happens under the covers because it gives you a broader perspective and a better awareness of how the code works.
There are plenty of features of the C# languages that actually maps themselves to a subset of the C# language. This is one of the best thing of C# because this features usually improve significantly the developers productivity. The price is that something magic happens under the cover and this is why is important to learn about them.