You are so strong that even Lucario can sense your fearsome aura. This must mean that you are a worthy enough trainer to take Lucario on. Meet Rye and Lucario at the training grounds and see who has the stronger aura. Here is how you complete the Steely Lucario request in Pokémon Legends: Arceus.
You will unlock this request pretty late in the game. After you are welcomed back to Jubilife Village and reinstated as a member of the Survey Corps, go to the entranceway of the Galaxy Team Headquarters to find a Lucario standing near the front door. Interact with Lucario and its trainer will walk in. He will challenge you to a battle at the training grounds. Will you accept?
If you accept the battle, meet Rye and Lucario at the training grounds. They can be found under a tree just outside of the fence. Accept the battle and it will start. You will be facing a level 62 Lucario, so be prepared. Make sure you have a Pokémon that can withstand fighting-type moves. Make sure you also have Pokémon that know fire, fighting, or ground-type moves to easily take Lucario down. For defeating Lucario, Rye will reward you with a Grit Rock.