Yes, it is.
The answer you selected says that it sounds "clumsy," and the only other answer here says that it, along with your other examples, sounds "unnatural."
I'm here to tell you it doesn't sound at all "clumsy," nor does it, along with your other examples, sound "unnatural." It and they are perfectly natural-sounding. People say "I never lean anyone it" all the time, like if someone came over and asked to borrow my riding lawnmower, I may very well answer, "I never lend anyone it."
In all of those sentences, you're employing English's special ditransitive verb construction, a construction that switches the order of the direct object and indirect object and eliminates the indirect object's preposition, English's special ditransitive construction being:
verb + indirect object + direct object
English's special ditransitive verb construction is used all the time by English speakers. One answerer said that the corresponding standard transitive verb construction is more common, the corresponding standard transitive verb construction being:
verb + direct object + preposition + indirect object
What that answerer said is 100% true— it is more common, far more common. However, that's not because English's traditional transitive verb construction involving an indirect object is preferred but because English grammar only allows a relative few of English's many transitive verbs to take English's special ditransitive construction. Here is a list of the most common transitive verbs for which English grammar allows use of the its special ditransitive construction:
https://www.cse.unsw.edu.au/~billw/ditransitive.html
If you go to that link, you'll see all four verbs you used (i.e., lend, give, and buy) are on that list, making it perfectly grammatical and natural-sounding for you to say the following sentences from your question:
- I never lend anyone it.
- Can you give me this book?
- Can you buy me this pen?
Those are sentences no native English speaker would even blink at hearing from another native English speaker. I've been speaking English since I was about two and taught English for several years. These sentences are fine, not sounding "clumsy" or "unnatural."
Having taught ESL, there is a common phenomenon that occurs where when a non-native English speaker says or writes something in English and, because it's a non-native English speaker saying or writing it, a native English speaker scrutinizes it and believe it to be improper, whereas if another native speaker were to say or write that same thing in that same context, they wouldn't scrutinize it or believe it to be at all improper. If these other two answers are native English speakers, that is what I imagine is going on, because no native English speaker would find the sentence "I never lend anyone it" to sound at all "clumsy" or "unnatural" coming from another native English speaker. This phenomenon I speak of is believed to come from English speakers so closely examining and scrutinizing a non-native speaker's English usage, like to understand them or answer questions about English usage, that suddenly wordings that that non-native English speaker uses that are perfectly grammatical and natural, that English speakers themselves have all used and heard from each other, suddenly sound unnatural, clumsy, and improper, leads to non-native English speakers and ESL students sometimes getting misguided advice.