You can achieve the same thing in python by using two lambdas (which is actually what you're doing in JS with map):

   >>> powers_of_x = [(lambda i: (lambda x: x**i))(i) for i in range(10)]
   >>> [f(2) for f in powers_of_x]
   [1, 2, 4, 8, 16, 32, 64, 128, 256, 512]

Or you can use default parameter values to use a single lambda (though this means it can be overridden, it's not semantically equivalent to the js implementation)

   >>> powers_of_x = [lambda x, i=i: x**i for i in range(10)]
   >>> [f(2) for f in powers_of_x]
   [1, 2, 4, 8, 16, 32, 64, 128, 256, 512]

your python snippet is equivalent to the following JS:

   >>> function* comprehension(iterable){
   >>>   let i;
   >>>   for(let j of iterable){
   >>>     i = j;
   >>>     yield x => x**i;
   >>>   }
   >>> }
   >>> powersOfX = [...comprehension([0, 1, 2, 3, 4, 5, 6, 7, 8, 9])];
   >>> powersOfX.map(f => f(2))
   [512, 512, 512, 512, 512, 512, 512, 512, 512, 512]

And Python's comprehensions are actually a shorthand for writing the above generator with this syntax: yieldExpression for i in iterable. The semantics are consistent with the regular for..in

   >>> def comprehension(iterable):
   >>>     for i in iterable:
   >>>         yield lambda x: x**i
   >>> [*comprehension(range(10))]

is equivalent to

   >>> [lambda x: x**i for i in range(10)]

This is all a consequence of python's late binding.