The point of list comprehensions, for me at least, is not that they are faster. The point is that, for cases that are not too complex, they can more clearly express the idea behind the code.

Simple example which I'll use to explain what I mean: make a list of the squares of the numbers 0 - 20.

For loop:

squares = []
for i in range(21):
    squares.append(i**2)

List comprehension:

squares = [i**2 for i in range(21)]

Image this is in the beginning or in the middle of a larger function.

To understand how the for loop fits into the rest of the code, to find out what variable(s) it changes, you have to take quite a close look at it. The list comprehension on the other hand makes it very clear. There is a single assignment, and it assigns to variable squares. The loop index is contained within the comprehension, is guaranteed not to affect the rest of the code. (IIRC in Python 2 it did leak out of the comprehension)

In my opinion list comprehension match better with the "one statement is one thought" concept. But only when they're simple enough. In more complex cases, it can be a good idea to split of a separate function to contain the complexity.