You should file an issue. Also, "Doesn't work" is usually grounds to just straight up deny an issue for being insufficiently detailed to try to reproduce. In this case, I suggest the following additions to your bug report:
* Include a link to where you obtained an STS download, preferably the exact one you have, which lombok cannot install itself into.
* Describe what you tried. Specifically, did you try manually pointing lombok at your STS install, either via 'java -jar install /some/path' or by clicking on the 'specify path' button in the installer, if so, which path(s) did you try, and what was the result?