The West London outfit allowed the Belgium international to leave Stamford Bridge for Merseyside on deadline day in the summer.
Since then, the 20-year-old, who recently admitted that he has not spoken to Mourinho in two months, has scored seven goals so far this season.
"Romelu likes to speak," Mourinho said in a press conference. "He's a young boy who likes to speak, but the only thing he didn't say is why he went to Everton on loan.
"That's the only thing he never says. And my last contact with him was to tell him exactly that. Why do you never say why you are not here? So it's something he should [talk about] because he likes to speak. It's something he should say, the reason why he's not with Chelsea and is in Everton."
The Blues are preparing to take on Southampton on Sunday.