Loans are really expensive now, for top players. Lukaku's loan fee is rumoured to be £6m, plus £40k/wk wage puts the total package at £8m for the year. Chelsea paid what, £19m for him? Loaned him out last season to WBA, and could even look to loan him out again next season. If they then start playing him from 2015/2016 season as a regular, they've effectively recovered their investment!
That said, if we're going to go down the route of loans, I'd rather we went for quality players like we have done this season, than some of the makeweights (and however you'd describe Stracquilarsi) of the past. But loans this day and age are definitely not a cheap option.