We might expect Lucius to be dragged through the mud by the British characters—he's the Roman ambassador and general, after all. He's the one who insists that Britain pay the tribute, and he's the one who throws down and declares war on them when they don't pay up. In fact, he's really the face of the opposing Roman force.
But we get nothing of the sort. Lucius is praised as moral, honorable, and decent the whole play through; even Cymbeline calls him "noble" right after he brings news of war (3.4.152). So it's clear that Lucius is an honest guy. He might be in a sticky situation, but he doesn't lose his moral compass. In a play with more lies and deception (check out "Themes" for more) than most people can keep track of, that stands out.
In fact, some critics think Lucius is the only honest guy of the bunch. He doesn't lie, cheat, and steal his way to the top like other characters do. Instead, he's completely truthful and open the entire time. He lays it all out on the table and directly tells Cymbeline, "In Caesar's name pronounce I 'gainst thee" when the British king has neglected the fine (3.1.71). Then he follows through on the promise by declaring, "I must report you / my master's enemy" (3.5.4-5). No muss, no fuss.
Even when he is defeated, Lucius takes it all in stride. We don't get a final, emotional plea from Lucius when he stands before Cymbeline, a loser. He simply states, "since the gods will have it thus, that nothing but our lives may be called ransom, let it come" (5.5.91-93). That's honor for you. Lucius never tries to outmaneuver or trick anyone. With him, what you see is what you get.
Maybe that's one reason why Cymbeline lets the Romans off the hook at the end. After all, Cymbeline himself has acted pretty terribly throughout the entire play; he's been petty and dishonest, but Lucius hasn't. Even if the Roman tribute in itself is wrong, Cymbeline hasn't fought against it for the right reasons; he just did it because his evil wife wanted to get more power.