Blissey has twave and can learn flamethrower, Forretress can have earthquake, mvenu can use sleeppowder, roar him out, leech seed it, has hp fire and earthquake... risky to setup on those imo. Yes he can come in after something dies but can he setup everytime? Not realy. If the thing he switched into has some offensive potential or status moves he risks dying/getting crippled without having done anything.
I can only argument from my experience and by theorymoning, but from the way i see it, Lucario is indeed difficult to handle once he gets a free setup opportunity with full life. However i consider that to be very unlikely to happen because almost everything in the Meta can have at least one move to severly dmg him, from what i know he doesnt have any free switch ins and nothing that could be called set up fodder for him which is in my opinion, his mayor downfall compared to other sweepers. I am using Mega Gyarados for example and with substitute and intimidate that thing has so many things that cant touch him at all, granting him free setup opportunitys all over the place, mega pinsir, charizard x and most other sweepers also have things they can setup on without worrying to much, Lucario though...
As i said, my experience is limited so plz correct me if i miss something but the only thing i always read is how strong he is once he setup, the question how and against what he is supposed to setup never came up and so far i havent seen a reasonable answer to that.