Handing in a transfer request and shutting up is the right way to do it if an informal request to move has been turned down by the club. Stones did nothing wrong whatsoever - carried on playing like a professional, never mouthed off once.
As you say, it's the media aspect with Lukaku which is the massive difference, and all it did was harden our resolve.
We won't sell Lukaku this summer, even if a club was stupid enough to get close to the asking price. He only has one choice now - sign a new contract and shut up.