Chelsea have no plans for the Belgian player, they've stated their priorities on other players and we understand the budget of Todd Boehly and other board members. Romelu Lukaku have played for major EPL clubs and also won titles with them perhaps he consider a league where he's the center of attention. Romelu Lukaku have failed to understand and comprehend his potentials, he can't stay for a long term in a club. Other aside, he's always keen on making loan moves to other club, atleast his presence is important for the big advantage, like goal scoring chances and threatening option for oppositions.
From what Lukaku says, I can understand that it is likely that he will play in Saudi Arabia in the near future. Constantly playing on loan knowing that you have a contract with a team that doesn’t count on you is hard. Chelsea once paid a lot of money for him and now they can’t sell him, so they give him out on loan, this situation tires not only Lukaku but apparently also Chelsea. And Lukaku talks about Saudi Arabia because he understands that there he can spend a good end to your career, and at the same time earn very good money.