Just my opinion: lanyards are EVIL!! I had a BAD experience involving a lanyard on a pistol and a door latch on a UH-60. Ow. Not pleasant. EVIL, I say!
Look, I'm willing to admit it MAY help you hang on to the weapon. Maybe. But, it's been my experience that a lanyard just gets hung up on every damn thing, and if it gets hung up at the wrong time, yo' a*s is grass.