Absolutely he should.
Kid is ready for the NHL in regards to his defensive game, physical play and work ethic, but he's not ready for the league in regards to his offensive game. His passing and puckhandling need work and he isn't even getting scoring chances, let alone goals right now. I have a hard time seeing the difference between Lazar right now and guys like Pageau and Condra. If it were up to me, provided his offensive game doesn't pick up between now and Christmas, send him to the world juniors to captain Team Canada, and then back to the Oil Kings after that.
No point in rushing the kid. We know he's a tremendous defensive player, but he still needs work on his skills if he's to become the top 6 forward most of us expect him to become. Leading Team Canada to gold and playing 25 minutes a night with the Oil Kings will be better for his development than the minutes he has been playing with the big club.