Mmmh, that is a good point. I never used nested list comprehensions, to be honest, and I have not used Python in a couple of years. For non-nested cases, they are very nice, though.
OTOH, I never used nested map/remove-if constructs in Lisp, because that, too, can get rather annoying to read.
Do they? I find them hard to read and hard to chain. I tend to prefer basic map, filter, reduce methods