Why is a lambda in C++ never DefaultConstructible

I'm having lambdas that don't capture anything, like

[](){};

I have a template class, that contains such a lambda. Since the lambda does not contain non-static data members, nor virtual functions, it should be an empty class and DefaultConstructible. It's only a kind of policy class usable for template metaprogramming. I would like to know, why such a class is not default constructible by the C++ standard.