Everyone knew before we even signed the guy that he's mentally weak, has a history of being a flat-track bully, doesn't perform against big sides etc. He's the kind of guy who does well when everything's rosy and he's the hero. But when things get tough and the margins become so small that only the best can navigate through, he'll fail to pass that hurdle.
Some people have run around the point by arguing, "he's more all-rounded and contributes to the team more than Icardi", which is true. I hear "we need a guy who can score against the smaller sides because we've had trouble reliably beating weaker sides in recent years, champions need to beat the small sides routinely." Also true. But these are excuses to make people feel better about the harsh reality which is that Lukaku isn't and will likely never hit a world class standard. He simply doesn't have the poise for it.
Luckily, I don't even think Lukaku needs to be remotely world class for us to win the league this season. Despite our issues the competition is so poor this year that if we merely stop being fucking cunts for just 20 seconds, we should win the league comfortably - even with Lukaku's shortcomings.