#1 He should lose only in his final feud
After winning the Universal Championship from Goldberg at WrestleMania 33, Lesnar didn't lose a single match before facing Roman Reigns at SummerSlam 2018.
He was running his streak in the company, but Reigns broke it, and it seemed like Lesnar is going to take a break from the WWE. However, he returned after a few weeks only to regain the Universal Championship.
If he loses against Styles, then it would break the chain. He should only lose his match when he is going to leave the WWE for a long time. This way, his loss will look much more realistic.
He is expected to stay in the company until next year's Royal Rumble or WrestleMania where he would lose his title and leave the company.
Even though WrestleMania 35 is a few months away but in the WWE, time passes quickly.
His loss against Styles will make things look weaker, and the company would never want to do this. This is why he should only lose against someone who will send him off for a long time.