You just answered the reason why that particular moment and there's lots of moments this whole season was a sh|t moment of play from Lukaku.
He can do that when he has team mates (emphasis on the plural there) dominating possession and playing around him. In that situation when the team is gassed, there might have been a counter attacking opportunity and he literally only has Young and Martial in his near vicinity, he decided to jog into no man's land and amongst 3 defenders.
Call it whatever you want, miscommunication, dumb game intelligence, low on confidence etc but that was just one of many fundamental things he has done poorly this season.