ENH: Use list comprehension instead of map.

[cheginit]

Following the discussion at #1239, this PR improve converting to gdf by using list comprehension.

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 98.44%. Comparing base (b09c8a4) to head (dfd04fc).
Report is 2 commits behind head on main.

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #1240      +/-   ##
==========================================
- Coverage   98.45%   98.44%   -0.01%     
==========================================
  Files          24       24              
  Lines        2388     2383       -5     
==========================================
- Hits         2351     2346       -5     
  Misses         37       37              

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