Invariant Violation: Objects are not valid as a React child

In my component’s render function I have:

render() {
    const items = ['EN', 'IT', 'FR', 'GR', 'RU'].map((item) => {
      return (<li onClick={this.onItemClick.bind(this, item)} key={item}>{item}</li>);
    });
    return (
      <div>
        ...
                <ul>
                  {items}
                </ul>
         ...
      </div>
    );
  }

everything renders fine, however when clicking the <li> element I receive the following error:

Uncaught Error: Invariant Violation: Objects are not valid as a React child (found: object with keys {dispatchConfig, dispatchMarker, nativeEvent, target, currentTarget, type, eventPhase, bubbles, cancelable, timeStamp, defaultPrevented, isTrusted, view, detail, screenX, screenY, clientX, clientY, ctrlKey, shiftKey, altKey, metaKey, getModifierState, button, buttons, relatedTarget, pageX, pageY, isDefaultPrevented, isPropagationStopped, _dispatchListeners, _dispatchIDs}). If you meant to render a collection of children, use an array instead or wrap the object using createFragment(object) from the React add-ons. Check the render method of Welcome.

If I change to this.onItemClick.bind(this, item) to (e) => onItemClick(e, item) inside the map function everything works as expected.

If someone could explain what I am doing wrong and explain why do I get this error, would be great

UPDATE 1:
onItemClick function is as follows and removing this.setState results in error disappearing.

onItemClick(e, item) {
    this.setState({
      lang: item,
    });
}

But I cannot remove this line as I need to update state of this component