I believe the answer to your inquiry lies in the fact that Lux's E range is far superior to her auto attack range. It sounds like you're mostly concerned about the long range poke, so she shouldn't really be in range immediately. If you go to back off and she's chasing you down for an auto, she's usually taking some minion aggro and wasting time doing so.
Lux's E is also a skill shot with a travel time. Most melee champs DO have a mobility spell, but in any case you can see where it's going and avoid it just by walking. Rule of thumb is to walk into it as most of the time the Lux player will throw it behind you. And if you're melee this works to your advantage anyway so you can go for a trade. By comparison, Anivia's R/E combo was not as healthy since the ult would appear instantly below you and you can hit someone with a targeted ability immediately.
I hope I've explained it to your liking. Let me know otherwise.