According to 7.5.6 [expr.prim.lambda] paragraph 6,

The closure type for a non-generic lambda-expression with no lambda-capture has a public non-virtual non-explicit const conversion function to pointer to function with C++ language linkage (9.11 [dcl.link]) having the same parameter and return types as the closure type's function call operator.

This does not specify whether the conversion function is noexcept(true) or noexcept(false). It might be helpful to nail that down.