Did we seriously expect him to stay without Champions League football? The moment CL football was out of reach, Raiola and Lukaku wanted out. He has ambitions that for the time being, we cannot match. No different to if any of us were at a job that we were good at, but wanted to work at the fancier company down the road for more money each year, with more perks.
Whilst Rom is the best striker we've had the Premier League Era (statistically), players that have meant more to us and had key roles have left and we've recovered. For example, Rooney, Arteta, Lescott. At the time of sale they were all key players at that time and arguably more important at that time to the squad, than Lukaku is now. We've recovered from worse and will recover again.
In all honesty we've had average strikers ever since I was born. Rom's just been very lucky with injuries and is in my opinion, the first half decent, consistent striker we've had in the PL era. There are others out there, we're just comparing him to relatively mediocrity. Dunc's record being 60 goals shouldn't have taken as long as it had to beat.
He hasn't left yet, but it will hurt if he plays for another Prem side though.