Right. If on node, you can also use modules via NPM (
https://www.npmjs.com/browse/keyword/lodash-modularized ).
But as I said, this is common in many frameworks. Hell, you can even do with JQuery ( http://projects.jga.me/jquery-builder/ ). So having this ability doesn't make Lodash special.
This is not presented as the preferred method to use the framework on the project page either. You just get a link on the front page to the whole shebang. Probably because most developers just download the whole thing and stick it in.
What I was really hinting at was code complexity. Sometimes having something light and small that you can stick in there without worrying about anything is useful. Lodash can address that by having a light version linked off their front page, but they haven't done that.
On top of everything, Underscore is ribbing them on this very point. See http://underscorejs.org/ and bit down "(3x smaller than Lodash ;)" in bold. Seems like a really easy point to address.