In my opinion, the real lock-in is not the stateless API, but the tie-ins with other AWS services that may end up being required to accomplish what you need.
Like, if you're trying to provide a calculator API, you can definitely run that in Lambda and then easily move it somewhere else when AWS does something to upset you. But, let's say you're trying to do something a little more complicated (a common example is validating and transforming profile pictures for some sort of app), you might end up using AWS Step Functions and SQS. Your code is still portable but it relies on a bunch of managed services.
Like, if you're trying to provide a calculator API, you can definitely run that in Lambda and then easily move it somewhere else when AWS does something to upset you. But, let's say you're trying to do something a little more complicated (a common example is validating and transforming profile pictures for some sort of app), you might end up using AWS Step Functions and SQS. Your code is still portable but it relies on a bunch of managed services.