Boss Hansi Flick has vowed Bayern Munich will stick with their high-risk strategy after reaching the last eight of the Champions League.
They eased through 6-2 on aggregate after Marco Parolo's late consolation for the visitors, who never recovered from their 4-1 first-leg defeat.
Bayern are looking for their seventh title and Flick promised they will keep attacking.
"Our attack is so strong and we play a high-risk game," he told Sky. "It's important that we keep playing like this and defend from the front to put our opponents under pressure.
"Sure, every now and then the opponent will get chances, but that's how I want us to play.
"It was important for me that we won the game. Lazio defended well but I think the win was deserved. It's a shame that we conceded again."
Lewandowski made it 5-1 on aggregate when he beat goalkeeper Pepe Reina from the penalty spot after Vedat Muriqi pulled down Leon Goretzka after 31 minutes.
It was the Poland international's 73rd Champions League goal and he almost added to his tally when he thumped a post from 18 yards shortly after half-time.
Choupo-Moting grabbed a second with 17 minutes left before Lazio pulled a goal back eight minutes from time when Parolo headed in Andreas Pereira's free-kick.
"Some teams are unplayable: Bayern are one of them. We're proud of our European path this season, progressing from the group unbeaten," Lazio boss Simone Inzaghi told Sky Sport.
"This was a risky game after the first leg. The players did well to never switch off. A good performance was necessary, and we bow out of the competition with a positive game."
Defender Francesco Acerbi added: "We need to improve, be humble. We know the teams we're facing. Bayern are probably the best in the world.
"We had a good game with a positive approach. We played as a team and were united. We wanted to show we deserved to be here. We had a positive path in the competition."