Yes, but one can respond to this in two ways, either
1) stop worrying about the "mysterious lambda"
2) START worrying about all mysterious "constants". In the generic sense "constant" could also apply to other things than numbers, for example "constant" symmetries, and thus "physical law" itself. Ie. the fact that it may be "just another constant" doesn't make it less mysterious. Maybe we rather just have more "clues" to this particular constant, than say the gravitational constant or plancks constant?