Lucian's E is inconsistent game design.
In the league of gapclosers/openers, all of them do something besides move the champion. Enter Relentless Pursuit, which now only moves Lucian.
Remember when Karma had a shield that only shielded? That was reworked because it wasn't an interesting enough ability.
Compare to other marksmen's: Caitlyn's has a single target slow, Corki's does magic damage, Ezreal's shoots a bolt, Graves gives AS buff (and resets), Quinn's slows, Trist's does damage on landing, Vayne's gives AD buff. Even TF's gives vision beforehand, and Zed's duplicates his abilities.
Ideas: Thematically damage doesn't make sense on moving, Lucian also has enough damage from other areas. Other offensive buffs--like a (short) AD or AS buff--could work. Defensive or other utility would work too. (Like a slow cleanse or something might be really cool and fit really well with his kit and theme...[/ohwait]) Alternately since he is a short range carry and has to be closer to deal damage making him more vulnerable to taking damage, he could temporarily increase his effective HP in some way (passive lifesteal/shield/armor or mr/etc.)
This isn't about Lucian needing a buff (he doesn't.) It's about inconsistent and poor game design. To fit into League, his movement ability needs to do something besides move him.