Why is a lambda considered an expression (Or: What constitutes an expression in C++)?
What's the value of this expression? Is it an object of the unique class type?
Yes, exactly that.
Where is the computation that is mentioned in the cppreference definition?
In the same way that 1 or std::vector<int>{} can be said to compute values, so do lambda expressions.
On their own, those all do nothing. The vast majority of expressions will either be operands to other expressions (including being arguments to a function call expression), be initialisers for a variable, or have some side-effect when evaluated.