The issue is that you're creating a list of lambdas rather than executing them. Try this instead:
L1 = [1, 9, 1, 6, 3, 4, 5, 1, 1, 2, 5, 6, 7, 8, 9, 2]
l2 = []
[l2.append(x) for x in L1 if x not in l2] print(l2)
This will give you the unique numbers in L1.