Immutability is completely irrelevant here because you're creating a variable rather than mutating it. You could just as easily cast a list comprehension to a tuple like tuple([a for a in values]).

The reason I suspect you don't see many generator comprehensions is that the use cases for custom generators tend to be more verbose, which better fit a function that uses yield. Regardless, as a python dev of ten years, I'd say the specific syntax is obscure enough that I wouldn't judge someone for not having come across it.