How else would you set the calling convention?
I didn't consider them relevant for anonymous functions, to me calling conventions are mostly for external references, and as passing nested function pointers or (managed) function references outside of the code boundaries (e.g. to an API) seems not really desireable, I did not assume they were needed.
But I guess if you want to use inline assembly or something it comes in handy. Or did I miss something else?
But I mean there are also other directive like inline, noreturn and stuff like that that could be useful