Let $E \in \mathcal{L}$ and let $I_E$ denote the indicator function for $E$ in $\mathbb{R}^N$. Results
imply
\begin{equation}
\begin{split}
\int_{\mathbb{R}^N} I_E (x / \lambda) \, \mu(d x)
& = \int_{\mathbb{R}^N} I_{\lambda E} (x) \, \mu(d x) \\
& = \mu(\lambda E)
= |\lambda|^N \mu(E)
= |\lambda|^N \int_{\mathbb{R}^N} I_E (x) \, \mu(d x)
\end{split}
\end{equation}
This establishes the first claim for measurable indicator functions $\mathbb{R}^N \to \{ 0, 1 \}$. The first claim for unsigned functions $\mathbb{R}^N \to [0, \infty]$ then follows by applying the principles in [[[x,125]]]. The second claim follows by applying the first claim to the constant $1 / \lambda$. $\square$