Italian outlet CalcioMercato have now revealed the reason why. The 23-year-old left back would rather live closer to Manchester than in London due to his brother Romelu, who is currently contracted to Manchester United.
Looking at potential suitors outside of London and closer to Manchester, Leicester seem best suited and have been named in Italian media even if a deal looks far from a possibility at the moment.
Lukaku has been linked heavily with West Ham in recent weeks as new boss Manuel Pellegrini attempts to strengthen his squad for the upcoming campaign.
A meeting has reportedly taken place between the two clubs, as a deal gets nearer though this recent revelation may halt any potential transfer if proven to be true.
Lukaku made 44 appearances for Lazio last campaign, racking up 30 in Serie A as his side achieved a fifth placed finish. Making 10 starts, Lukaku will now hope to gain a regular starting place and leaving for the London Stadium may give him that opportunity.
Lukaku isn't the only Lazio player the Hammers are chasing, playmaker Felipe Anderson is also in talks to make a summer switch to the Premier League as a deal for the Brazilian midfielder has become West Ham's top priority.