The reason we don’t have polymorphic lambdas is explained pretty well in this posting.
It has to do with the concepts feature that was pulled from C++11: essentially, polymorphic lambdas are ordinary, unconstrained function templates and we didn’t know how to typecheck a concept-constrained template that used an unconstrained template. However, solving that problem turns out to be easy as shown here(dead link), so I don’t think there’s any obstacle remaining.
The link to cpp-next is dead; the relevant info can be found here