I dont really see what is the big deal here? So he finally found his place at Lazio. Remember he flopped at Dortmund when they were good (he was supposed to be their Lewandowski replacement). Then he went to Sevilla when they were winning europe leagues season after season, flopped there too.
So chances are, he would have flopped here as well. I dont like him when he plays for Italy. He is limited. He is going to be one of those guys like we have seen before, scores loads in 4th-6th table type of club. We been here before, Luca Toni, Boriello, Di Natale. Good for these midtable sides, but not so good in big club. Toni was unlucky at Bayern though probably. @BayernFan can maybe say something about it. Van Gaal put him to reserves.
And come on, you know Immobile is not going to be the difference maker for us in terms of winning the CL or not.