Have they though?
Maybe they've made that assumption on what they've seen or heard of him? Or maybe because he looks like enforcer type? (Apologies if I've made a racist assumption there)
If what you're saying is true then all new black players will be labelled in this way won't they?
I haven't heard the assumption made about Mohammed Salah, Lacazette, Rudiger, Bernardo Silva, Mendy, Tammy Abraham etc.
Getting back to the original point, some fans have made a song about their new hero. It's a bit cheeky, they're trying to be funny but once again, people are expected to refrain because somebody somewhere has deemed it offensive - not Lukaku mind you, just someone being offended on his behalf.