Hi Alexandre,
Thanks for writing. That is correct, our older design in the WinForms .NET Languages Add-on doesn't properly accommodate what is needed to support IntelliPrompt in lambdas.
When we built the add-on for our WPF/Silverlight versions, we rewrote it from scratch so that everything is up to spec and can support advanced concepts such as lambda resolution. I tried your code snippet there and the IntelliPrompt came up fine.
There are still some feature areas in the WPF/Silverlight SyntaxEditor that haven't been implemented yet, but are in WinForms already. Once those are complete, we're hoping to backport our newer object model and designs from WPF/Silverlight to WinForms since they are much better.