Temat: unnecessary reflexive pronouns?

Please help me with pesky pronouns. What is the difference between "Lui si è perso" and simply "Lui è perso"? Or, likewise, why is it necessary to use the reflexive pronouns in "Noi ci siamo persi", "Non mi sono perso", and "Lie non si è perso"? Thanks!

I didn't find the right solution from the Internet.
References https://www.duolingo.com/comment/22560975
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