Why is a phospholipid bilayer lipid soluble?
I can see why you are confused. The person who wrote this question used “lipid soluble” as jargon. Lipid soluble in this context refers to molecules that are not sufficiently polar to prevent them from entering the hydrophobic interior of a lipid bilayer. Since both the natural membrane and the synthetic one are both have as their foundation amphipathic molecules (the natural membrane has cholesterol and sphingolipids in addition to phosphoglycerides), they will behave the same with regard to their permeability. Things like CO2 and ethanol will pass across each with the same ease.