Java often completely ignores the design guideline of making the easy things easy and the hard things possible, preferring just to make the hard things possible. Anonymous inner classes with many methods are far less commonly needed than anonymous functions, and it's rare that the program is better served having them inline rather than defined elsewhere anyways.
Five lines and dozens of characters of boilerplate for every anonymous function does come at a cost and is ridiculous.
That's it exactly. My "favorite" example is file I/O. Yes, it's great that I can chain a bunch of InputStream instances together to read encrypted gzipped serialized objects over the network, but it shouldn't be more than one line for the far more common case of reading a file's contents into a string or a byte array.