Maybe because is not stable enough and having stability is the most important thing for a player while Lukaku doesn't have this. Also, Lukaku is not a cheap player and Inter Milan should spend too much for it while he is getting old, and currently, he is 30y old and not young anymore.
The most interesting thing is that, according to rumors, Lukaku, on the contrary, considers himself too young to move to the Saudi championship at his age and therefore still expects to continue his career in the European championships until the 2026 World Cup, so the other day he rejected an improved offer from the Saudis, who now offer 30 million euros as opposed to the original 25 million. By the way, against the background of Inter's refusal, rumors about interest in the player from Inter's sworn friends in the person of Milan, who wants to go directly to the player himself, look quite funny.