It seems in this season Saudi teams are making trouble for the European teams and they are making players ask for higher amounts of money because they can get better offers from these Arabian teams, Lukaku can definitely be a good player for Milan but considering their financial situation I don't think if Milan can pay enough to Lukaku.
If Lukaku insist on playing with Inter Milan then Chelsea will end by letting him go there, they don't have many options. There is 2 players that left Chelsea to go to Saudi Arabia teams but the amount gained from them aren't that big since one go there as free agent.
For Lukaku, his contract expires in 2026, there isn't a rush from Chelsea side to get ride from him with winning some money so indeed another loan is very possible.