Yep, as demonstrated by only list comprehensions exposing this behaviour (on python 2) whereas none of generator comprehensions, dictionary comprehensions or set comprehensions do:

    >>> [x for x  in range(5)]
    [0, 1, 2, 3, 4]
    >>> x
    4
    >>> {y for y  in range(5)}
    set([0, 1, 2, 3, 4])
    >>> y
    Traceback (most recent call last):
      File "<stdin>", line 1, in <module>
    NameError: name 'y' is not defined
    >>> {y:y for y  in range(5)}
    {0: 0, 1: 1, 2: 2, 3: 3, 4: 4}
    >>> y
    Traceback (most recent call last):
      File "<stdin>", line 1, in <module>
    NameError: name 'y' is not defined
    >>> list(y for y  in range(5))
    [0, 1, 2, 3, 4]
    >>> y
    Traceback (most recent call last):
      File "<stdin>", line 1, in <module>
    NameError: name 'y' is not defined
    >>>