Like the connection he made with South Africa and South Africans at the 1995 World Cup. The All Blacks, patently the most talented team at that tournament, lost the final to the Springboks. South Africans have always been quick to point out that Lomu's 37 test tries included none against South Africa in all the tests he played against the old enemy.
They managed him cleverly that day in 1995, herding him to the middle of the field where he could be gang-tackled rather than letting him escape round the outside where he could wreak havoc.
The documentary Back To South Africa, completed only a few months ago, saw Lomu returning to that country 20 years after the World Cup loss. In it, without directly saying so, he seemed to uphold the notion that maybe it was a good thing, in the end, the All Blacks lost that one. South Africa needed it more in the generation of a new, more united nation.
As always when someone of Lomu's stature dies, there is a tide of eulogistic praise. One British writer compared him to Muhammad Ali - a bit of a stretch given Ali changed not just his sport but the world when it came to things like colour, religious tolerance, our view of war.
Lomu certainly had that same touch of nobility about him and changed his sport. Another tribute compared him to Sir Don Bradman and Tiger Woods and how they redefined the boundaries of cricket and golf - and that seems about right.
Lomu gave rise to the huge wing - 1.9m or so and well over 110kg, a club that contains, among others, Taqele Naiyaravoro, Nemani Nadolo, George North, Alex Cuthbert (both Wales), Tim Visser (Scotland) and Alesana Tuilagi. None has come close to the athleticism and majesty of the big man, nor his global appeal.
Rugby aside, it was his growth as a person which also put him among the greatest of the greats; those often known by only one name in this country - there was some sad symmetry in Richie's retirement coinciding with Jonah's death.
He helped educate the world on Pacific Islanders. The UK Daily Telegraph's rugby columnist (and former England hooker) Brian Moore wrote knowledgeably after Lomu's death about Tongans, Samoans and Fijians and the home and social environment from which Lomu sprang - barely imaginable in the north, pre-Jonah.
He was known for the ferocity of his running on the field and his gentleness off it, a dichotomy prized by rugby people and perhaps the natural state of the Pacific Islander - and certainly that of Lomu.
His doco showed him visiting former Springboks halfback Joost van der Westhuizen, an opponent in 1995 but wasted now by motor neurone disease.
"The most satisfying thing is that I can call you a friend," Lomu tells him. "That keeps me going, man. That keeps me going. Now promise me that you'll keep fighting, man, because I will. I'll keep praying for you. I'm sure you're going to beat this thing, because you just have that spirit. You always have - that rugby spirit. You don't get to the top if you don't have that, if you ain't willing to fight for it. And I'm sure you're going to keep fighting on, which I am doing, too. And I think that's a bond that we will always have."
That was Jonah Lomu - gentle, gentlemanly, with that rugby spirit and care for others.
The shock we feel at his death is because we all find it hard to believe someone so big physically, emotionally and spiritually could be cut down by a mere body part.