Lucario is part Steel-type, which is weak to Fighting. Fighting does not resist Fighting. This means that when Lucario is hit by a Fighting move, it hits its Steel typing for supereffective damage. While it is true that many types resist themselves — Fire, Water, and Psychic, for example — it is not a rule that a type must resist attacks of the same type. Hence why Normal does not resist Normal, and Ground does not resist Ground. While it is possible for a Pokémon's typing to nullify a weakness — like how Rotom-Wash's Electric/Water typing makes Electric attacks hit neutrally instead of supereffectively — this is not the case for Lucario.
TL;DR Lucario is weak to Fighting because it is part Steel-type, and Fighting does not resist Fighting.