They were not going to improve sitting on the bench or playing for the U21's. The alternative would be not to buy them. That wouldn't be the moral thing to do, particularly if they anticipated that Curtois would turn into one of the best keepers in Europe and surpass Cech, it would just be stupid.
For the record, Lukaku did spend a season at Chelsea and De Bruyne spent six months there and in the end they both chose to leave.