Welbeck was booked by referee Ivan Kruzliak for aiming a shot at goal shortly after being given offside, meaning he will be suspended for the Three Lions' crucial World Cup qualifier in Ukraine on Tuesday.
|11/1||Ukraine are 11/1 with BetVictor to beat England 2-1
"It was baffling," he told talkSPORT. "You could see the disappointment on Welbeck’s face at half-time when we were 3-0 up. And he'd just scored a goal. It shouldn’t have been like that. He should have been buzzing.
"Full credit to him, he was very professional in the second half and he didn't let it get to him."
Lambert, who scored the winner after coming on as a substitute against Scotland in August, got on the scoresheet once again to make it two goals in as many internationals, and he the path is now clear for him to to lead the line in Kiev.
"That was my second goal for England on my full debut," he added. "It's a dream what's happening to me.
"It makes me want more now and I want to do well every time and I'm hoping I've done that today and impressed and given the manager another option."