No, it's the little things like Mourinho commenting that he isn't telling the truth about certain things, belittling Arsenal as a club for no reason and generally being deluded in his statements.
I have no problem whatsoever with a guy thinking and acting like a winner, but I think Lukaku crosses the line from being determined and confident into being, to be blunt, a bit of a bell.
That said, I don't hold footballers up as role models - as long as he's good at his job and not biting or going out to injure fellow pros, he can be the biggest bell on the planet for all I care.