Ottenere

Devi usare tuple() o list() per convertire quell'espressione del generatore in un list o tuple :

[tuple((fir[0], fir[1]*sec[1], fir[2]*sec[2]) for fir in first_lst)\
                               for sec in second_lst if fir[0] == sec[0]]

Versione funzionante del tuo codice:

>>> first_lst = [tuple(float(y) for y in x) for x in first_lst]
>>> second_lst = [tuple(float(y) for y in x) for x in second_lst]

>>> [((fir[0],) + tuple(x*y for x, y in zip(fir[1:], sec[1:]))) \
                  for fir in first_lst for sec in second_lst if fir[0]==sec[0]]
[(-2.5, 0.9359, 1.0555999999999999), (-2.0, 0.9516000000000001, 1.04)]