Imperial components give you a rather weaker lane phase, on top of an already weak early game. Because Lux is heavily based around being a poke/burst type of champion I find the extra magic pen helps you do more by yourself late game. Since you don't need an ally to proc the move speed it lets you poke safer without having to rely on your team to disengage. The extra ap also feeds your shield more.

As support you can go more of a mix of enchantress/ap due to items like Staff of Flowing Water working really well for Lux. Staff was made for her as you can proc it on all 5 teammates(including you). Unlike other enchantress supports Lux has more pick potential allowing you to snowball/carry your team. Because of this she scales really well. All of her abilities have good ap scaling so in general mage items perform better on Lux later in the game.
Staff of flowing water is a cheap item giving you more damage and a better shield(her true strength as a support). Shield has a low cooldown maxed so you can almost always proc Staff. Try to Shield an ally before you do your combo so you both gain the extra AP on your burst.
I found Cosmic Drive feels really nice on Lux since her abilities tend to have long cooldowns. The extra move speed helps you kite/poke safely. Cosmic also lets you reach that 15s ult cdr. Because you're not building pure AP and maxing W I find the extra spam is more consistent than rushing say Rabadons. If you're just landing everything and one-shotting the enemy cause they're bad get the cap tho and max Q 2nd.

You have no damage over time, and higher cooldowns. You don't proc comet consistently in fights. It's damage early and late is lower because of this. You are a poke/burst mage so burst heavy runes secure more kills.
Guardian would also give you better stats/scaling than comet damage from it's extra survivability.