The Belgium forward left Stamford Bridge after ex-Blues No 2 Steve Clarke promised him a genuine chance to become a top-flight star at The Hawthorns.
Clarke, whose side could go top with a win, said: "I can understand him wanting to stay near his house. He has a place in Cobham - and Fulham would have been close.
"But he's too young to want a cosy home life. He needs to develop his career and get out there.
"It's not about how nice your house is. It's about how well you are improving as a player and that was the most important thing for Romelu. I promised we'd improve him. Hopefully, I can live up to that promise."