I've only found some indirect clue from eta expansion
SimpleExpr ::= SimpleExpr1
`_' The expression 𝑒 _ is well-formed if 𝑒 is of method type or if 𝑒 is a call-by-name parameter.
If 𝑒 is a method with parameters, 𝑒 _ represents 𝑒 converted to a function type by eta expansion.
If 𝑒 is a parameterless method or call-by-name parameter of type =>𝑇, 𝑒 _ represents the function of type () => 𝑇, which evaluates 𝑒 when it is applied to the empty parameterlist ().
So is ETA an acronym for Expression To Anonymous function or something else?
Eta is the greek letter η and in this case stands for extensionality. It comes from the lambda calculus. See https://en.wikipedia.org/wiki/Lambda_calculus#%CE%B7-conversion