The White Russians used to talk it up a bit back when the idea was popular. I can't believe Lukashenka ever actually wanted to give up his power and independence though.
Russia, it must be said, squandered it's popularity and any chance of a willing reunion. Russian interests - mostly Putin cronies - have conspired to capture all of Belarus's most valuable economic assets. For example, they now own all the pipelines through Belarus.
Ownership of assets in a foreign land is always iffy, especially if the host government can make it painfully expensive to protect your assets. Lukashenko has figured out that Belarus is the next domino, and is looking for ways to make it too costly for Putin to invade. He had better move fast.