Callback factories

Why would I use a callback factory when setting up an async call? I can do this:
```
auto callback = socket_->createReceiveCallback([this](auto receiver, auto blob, auto event) {
received_identity(receiver, blob, event);
});
auto error = socket_->receive(r_opts, callback);
```
This works fine. But I can also do this:
```
auto error = socket_->receive(r_opts, [this](auto receiver, auto blob, auto event) {
received_identity(receiver, blob, event);
});
```
Whether I use the callback from the factory or pass a lambda directly makes no apparent difference. Why would I use one over the other?

Start by comparing the socket_->createReceiveCallback factory with the socket_->receive overload that accepts a lambda, including their API documentation and behavior. Document the concrete differences, if any, and explain when a caller should use each form.

Written by the indexing model from the issue text.