I can think of the ultimate example.
Ronaldo first spell with you guys probably the best ever player to play in the prem, one goal against Chelsea in six years (admittedly the biggest game he got that one goal) and two against Liverpool, if we head on the continent one vs Milan and none vs Barca. Swap Chelsea for United and Rom will get slaughtered if he leaves us with those type of figures.
Henry never scored in a cup final.
Ofcourse both are miles better players which is kind of the point, if a legion of players had ace big game records the novelty of these type of games would cease to exist very quickly.
And for what it's worth I have doubts about Lukaku, I don't doubt his goal ability but I feel he's compromised our attacking system a bit. We've gone from creating (all be it wasting) loads to creating not as much and hoping Rom finishes, which to be fair so far he has but we/he needs to keep the output up to justify it..