I think based on Ace's cover story (that he got there from Alabasta so fast), people were assuming that it's in Paradise.
There's also (from what I've seen) people believing that based on this quote here, Lulucia must be in Paradise
The "there's some trouble going on nearby" was said by the Revolutionary Commanders on Lulucia, and people interpreted it as that they are near Kamabakka, where Sabo made this call with them, and since Kamabakka is not in the New World, they concluded Lulucia wouldn't be either.
But in reality this line probably just meant that there was trouble nearby on Lulucia, like they could see trouble brewing up near them. like in the distance.
Afterwards, we only get to hear Lulucia is on the Grand Line, meaning it wasn't specified yet in which portion. Personally I don't think at all that (as some have said) Lulucia being in the New World is a plothole. At least I have yet to see something actually contradicting that.