  The concentration - virial mass relation is a well-defined trend that
reflects the formation of structure in an expanding Universe. Numerical
simulations reveal a marked correlation that depends on the collapse time of
dark matter halos and their subsequent assembly history. However, observational
constraints are mostly limited to the massive end via X-ray emission of the hot
diffuse gas in clusters. An alternative approach, based on gravitational
lensing over galaxy scales, revealed an intriguingly high concentration at
Milky Way-sized halos. This letter focuses on the robustness of these results
by adopting a bootstrapping approach that combines stellar and lensing mass
profiles. We also apply the identical methodology to simulated halos from EAGLE
to assess any systematic. We bypass several shortcomings of ensemble type lens
reconstruction and conclude that the mismatch between observed and simulated
concentration-to-virial-mass relations are robust, and need to be explained
either invoking a lensing-related sample selection bias, or a careful
investigation of the evolution of concentration with assembly history. For
reference, at a halo mass of $10^{12} M_\odot$, the concentration of observed
lenses is $c_{12}\sim 40\pm 5$, whereas simulations give $c_{12}\sim 15\pm1$.
