They'll tell you there are a lot of coaches who could pile up wins while leading a team that features the King.
Instead of using James as a reason to be skeptical about Lue's coaching prowess, one could easily use LeBron to build the opposite argument. If you're coaching James, you better be on your game every day. Every practice plan better be well-conceived. Same goes for every game plan and every play drawn up in a huddle.
James thinks the game at an extraordinarily high level. How much tolerance do you suppose he has for a coach who doesn't do the same?