B023: Why flake8 returns error only for a temporal variable for for loop?

flake8 causes error: B023 Function definition does not bind loop variable 'chk_key' for the following code.

        ret_df = pd.DataFrame(index=target_df.index)
        for chk_key in [nalod, nlod]:
            ret_df[chk_key] = (
                False if conf_dict[chk_key] is None
                else info_df.apply(
                        lambda x:
                        float(
                            x['INFO.dict'].get(chk_key, np.nan)
                        ) < conf_dict[chk_key],
                        axis=1
                )
            )

I cannot understand the reason. chk_key is only a temporal variable for for loop. How should I fix it?
I'd like to fix it as soon as possible.

I set a value to chk_key at the top of the function for trial. However, flake8 returns the same message.

Start by tracing the B023 check against the supplied Python loop and lambda example; the payload names no repository file or test. Compare the diagnostic with the intended closure behavior and use the result to determine whether the rule or its documentation needs changing.