Ah yeah I was thinking lambda is more of an other language term. The term is used in Kotlin I think, C# too?
JavaScript is a bit different to some other languages. Traditionally functions are static and can't be passed as arguments to functions. I think C# has no standalone functions, just methods, and I guess methods can't be passed as arguments? But you can define delegates that can? So suppose these languages might need a separate concept of lambdas for quick anonymous function that can be passed as arguments.
But in JavaScript all functions are just special objects that can be passed as arguments, and all functions can be anonymous, so this concept has been there from the beginning. Callback coding was very heavily used in the earlier days of JavaScript before we had promises and async/await. So the new => syntax was introduced just to change the way the this variable was handled, but other than that they are essentially the same as other functions. So yeah I think we mostly talk about callbacks and functions rather than lambdas.
"Arrow function" seems to be the official term too: https://tc39.es/ecma262/multipage/ecmascript-language-functions-and-classes.html#sec-arrow-function-definitions