Lambda conversions with unclear return type and overload resolution

If I have a lambda such as () => { throw new Exception(); }, it's unclear whether it has a return type or not. Because of this, it can be (implicitly) converted to both Action and Func<object> (or any other Func<T>). This is because, according to §6.5 Anonymous function conversions of the C# 4 spec:

[A] delegate type D is compatible with an anonymous function F provided:

• …

• If D has a void return type and the body of F is a statement block, when […] the body of F is a valid statement block in which no return statement specifies an expression.

• If D has a non-void return type and the body of F is a statement block, when […] the body of F is a valid statement block with a non-reachable end point in which each return statement specifies an expression that is implicitly convertible to the return type of D.

But if I have two overloads of a method, where one has a parameter of type Action and the other Func<object>, and I pass it the lambda from above, the Func<object> overload is used. Why? Which part of specification says that Func<object> is better than Action in this case?

I have looked at §7.5.3.2 Better function member, but that does not explain it.