This has always been one of my favourite scales. The raised fourth sets the first four notes of the mode whole tones apart. This gives a suspended feeling when you run the scale, and often creates unexpected resolutions in melodic lines. To me, it always creates a buoyant quality, notes glide against the harmony, and seem to be constantly searching without reaching a cadence.
Writing and improvising around this mode is one of my favourite approaches to the big note. It is also one of the most recognisable sounds, and when done right, it creates a beautiful haunting quality.
According to Wikipedia, Lydia (Assyrian: Luddu; Greek: Λυδία) was an Iron Age kingdom of western Asia Minor located generally east of ancient Ionia in the modern Turkish provinces of Manisa and inland İzmir. Its population spoke an Anatolian language known as Lydian.
So if Lydia was east of Ionia, can we say that the Lydian mode is east of Major? Seems fitting.