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.
Among other things, the decision that Chelsea will make is to sell Lukaku to another team and that will end their time together rather than Chelsea having to lose money when his contract expires. So far, Lukaku has been reluctant to return to Chelsea and he has asked Inter Milan to approach Chelsea to increase the option of extending the loan period for him. Even though Lukaku managed to lead Inter Milan into the Champions League final this season, if you look at the transfer market this season, of course he was very quiet from the European teams' targets for him. The only two teams that came to Chelsea were AC Milan and the Saudi Arabian league team.
It seems that there is really no strong desire for Inter Milan to make Lukaku a permanent Inter Milan player because they don't have enough finances to do so and one of Lukaku options is to join Ac Milan even though he will be labeled a traitor but that is one way for him to play in europe.