Lumen is a micro-framework version of the full-stack framework Laravel. In the PHP community, Laravel is a very well-known framework. So by using Lumen, we can always our project to Laravel and start using its full-stack capabilities if we have to.
Every thing has a cost. We chose a micro-framework of a full-stack framework, because although a full-stack framework provides more features, to have those features it has to load more stuff. So provide the luxury of more features, a full-stack framework has to compromise a bit on performance as compared to a micro-framework. The micro-framework on the other hand, lets go of some features which are not required for building web services like views and so on, which makes it faster.