Same zone for S3 Express One Zone and Lambda

When creating an S3 Express One Zone bucket (i.e. the new Directory bucket type), it asks me to select the availability zone. The instructions say:

For optimal performance, choose an Availability Zone local to your compute services. The Availability Zone can’t be changed after the bucket is created.

Since I am going to access the bucket from an AWS Lambda function, I understand the above instructions to mean that my Lambda function should run in the same availability zone. However, there is no option to choose a zone when creating a Lambda function. In what way can I follow the above advice for achieving optimal performance?

P.S. The question at SO