The reason isn't explored in the game at all, which strikes me as rather silly, but having read many previews I can answer that question for you with an official (or ex-official) answer.
When a Glukkon is promoted to the status of Glockstar, he is invited to work for the Vykkers Conglomerate. Only Glockstars can work for the Conglomerate, though, and Lulu, being such a successful Glukkon, would have been having an eye kept on him by the Vykkers. My guess, Vykkers Labs was the closest Vykkers institute to the last place he was running before his final promotion.
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