I am reading P&S Chapter 11 and specifically I am trying to understand the derivation of $\Gamma[\phi_{\rm cl}]$. All the algebra is okay, but I am failing to understand the connection to Feynman diagrams. I have also read Chapter 9 from Srednicki and the reply on this stack-exchange question, which I find very illuminating: Perturbation expansion of effective action
My question, however, is:
Why does the author say that the "the Feynman diagrams contributing to $\Gamma[\phi_{\rm cl}]$ have no external lines"? How can I understand that (pictorially or algebraically)? My guess is that it has something to do with the source term missing from the expression of the effective action, but I do not understand it that much.