The behavior is consistent:

>>> a = [1, 2]
>>> b = [3, 4]
>>> [(a, b) for a in a for b in b]
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "<stdin>", line 1, in <listcomp>
UnboundLocalError: local variable 'b' referenced before assignment


I'm not sure why it is only the nested loop that raises the error (https://docs.python.org/3/reference/expressions.html#displays-for-lists-sets-and-dictionaries seems to imply it should raise for both)

By the way, the actual result of your comprehesion would be {"a": 2, "b" 2}.