If the lambda captures some value, and also outlives the current scope, then that captured value has to necessarily be heap allocated.
That would be a bug, so just... don't do that?
If you return a pointer to a local variable that outlives the scope, the pointer would be dangling. Does that mean we should ban pointers?
If you close over a pointer to a local variable that outlives the scope, the closure would be dangling. Does that mean we should ban closures?
No, (in C++) the lambda can capture the the variable by value, and the lambda itself can be passed around by value. If you capture a variable by reference or pointer that your lambda outlives, your code got a serious bug.