Mypy error "__ does not return a value" when using `lambda` with multiple expression

Bug Report

(A clear and concise description of what the bug is.)

To Reproduce

from typing import Callable, cast
import os
import re
import sys
import time
import click
import inquirer # type: ignore
import halo # type: ignore

################################################
@click.command()
def main():
    options = [
        inquirer.List("mainOption", message="What would you like to do?", 
        choices=[
            ("1. Option 1.", pick1),
            ("2. Option 2.", pick2),
            ("3. Quit the program...", lambda: (click.echo(click.style("Bye bye!", fg="magenta")), sys.exit(0)))
        ],
        )
    ]

    answer = inquirer.prompt(options)
    selected_opt = cast(Callable[[], None], answer.get("mainOption"))

    if selected_opt is not None:
        selected_opt()

########################
def pick1() -> None:
        click.echo("Select opt 1")

def pick2() -> None:
    click.echo("Select opt 2")


################################################
if __name__ == "__main__":
    main()

Error on line:

# "echo" does not return a value
("3. Quit the program...", lambda: (click.echo(click.style("Bye bye!", fg="magenta")), sys.exit(0)))

If I drop an expression for lambda, everything is fine:

# No error
("3. Quit the program...", lambda: (click.echo(click.style("Bye bye!", fg="magenta"))))

Your Environment

• Mypy version used: Mypy Type Checker v2023.6.0 "A Visual Studio Code extension with support for the Mypy type checker. This extension ships with mypy=1.6.1."
• Mypy command-line flags:
• Mypy configuration options from mypy.ini (and other config files):
• Python version used: 3.12.0

Start by reproducing the provided lambda example and compare it with the one-expression variant that does not report an error. Trace how mypy checks tuple expressions inside lambdas; done means the valid multi-expression callback is handled consistently without losing the relevant return-value diagnostic.