I suppose Lust wasn't actually trying to get herself killed by Roy... but she certainly did everything she could to provoke him, and touch every soft spot of his in the process. Making a comment about how she would have wanted to be the one to deliver Hughes' final blow, is not a good start, that's for sure.

That fact that she used Havoc and pretended to be his girlfriend (Solaris) in order to get closer to Roy and try to get some information about him, only adds negative points in Roy's eyes. But of course, hurting the people he cares about (and make Hawkeye cry by deceiving her) is the ultimate push that sends Roy berserk.

Moreover, Lust becomes determined to kill Hawkeye when she sees her falling apart believing his superior is dead. The homunculus even goes to the extent of saying Hawkeye has lost all will to live and only wants to follow Roy. Fortunately, even though Hawkeye was too distraught to make a straight judgement of the situation, Alphonse wouldn't even consider the idea of letting her get killed. He managed to keep Lust in line till Roy was able to make a comeback.

     

Roy: You said it yourself, didn't you? "I won't die with just this". Well, then I'll just kill you until you truly die.
Lust: [screaming] ...I lost. Although it's frustrating... it's not so bad at all to be killed by a man like you. Those eyes that look straight ahead without losing their way... I like them. It would be fun... the day those eyes would be bathed in suffering... soon...

It's funny that if there's one point in common between all the people Roy has to face, it's their admiration for him. Lust goes to the point of admiting it's not so bad to get killed by a man like the colonel. This respect for him, however, also brings a strange desire to see him suffer, to try to make him break into pieces. Lust died wishing she would be able to see his determination wrecked, and that's exactly what Bradley seems to be trying to do right now.