any :: (a -> Bool) -> [a] -> Bool
any p = or . map p
In an eager language, predicate `p` would have to be evaluated on every element in the list, even if the predicate is already satisfied after the first element. So instead you'd have to write this function in an ad hoc way with explicit recursion/looping, without being able to reuse the more primitive functions.
> Obviously, λx.M should be seen as a sort of function
The fact that lambdas can be seen as a syntax for describing functions (or function-like things) is kind of obvious to anyone who knows basic programming language theory (and many software engineers who use lambdas when they map over a list, for example).
The sentence before it about β-reduction is describing the rule for how to call a function, which we learned in high school as "plug-and-chug".
I think the confusion here might just be that the syntax is unfamiliar. You have probably seen these concepts before.