Lorde is quite right. It's funny how many women say that, but if you actually ask them if they think X, Y, and Z (xyz being feminist things), they actually ARE feminists. But it's hard to blame them for being ignorant when the male-dominated media portrays feminism that way, they just need to learn. Lorde herself still has a lot to learn about feminism, from what I've heard of her.
And that's not specifically aimed at Gaga

You can search almost any "female celebrity + feminism" on Google and they will have said something similar.
Any many of those celebrities HAVE learned the meaning of feminism. In particular, Gaga and Bey both had that type of response at first, but later in their careers clearly understood the issue better and responded more accurately.