Map the values array, and use _.zipObject() to combine the with the keys with the keys:
const keys = [1,2,3];
const values = [['a','b','c'], ['d','e','f'], ['g','h','i']]
const result = values.map(v => _.zipObject(keys, v))
console.log(result)
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If you use lodash/fp you can generate a function with _.flow() that curries _.zipObject() with the keys, and passes it to _.map(). Now you can call the function with the values to get an array of objects:
const fn = _.flow(_.zipObject, _.map)
const keys = [1,2,3];
const values = [['a','b','c'], ['d','e','f'], ['g','h','i']]
const result = fn(keys)(values)
console.log(result)
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