Umps walking towards the mound when a pitcher mouths off is fairly common. The unusual part of it is that Lester didn't shut up, and he kept walking. Which he should not have done, by the by--this isn't a normal occurrence by any means, it's just one rogue ump.
Umps can do wrong, lots of wrong, Joe West does wrong half the games he's in, but at the end of the day if you're a player, they're the umps and you're not. It's a matter of respect and safety--in an activity with that much adrenaline and emotions and ego and, when it's men playing, testosterone flying around, any official HAS to be considered sacred territory, or there will be chaos and in some sports, brawls. It's a matter of self-discipline. It doesn't even matter if the ump is right or not, it's like, to make a flawed analogy, arguing with your spouse or girlfriend. Even when you're in the right, you're wrong.
There are three general guidelines players have in almost every sport, team or individual. You don't go after knees, you don't go after genitals, and the officials word is law. There's a reason for that.