We study the Laplace transform \( L \) acting on Lorentz spaces \( L^{p,q}(0, \infty ) \) into \( L^{p',q}(0, \infty ) \), with \(1\le p,q <\infty \) where \( p' = \frac{p}{p-1} \). Our main results show that this operator fails to be compact. Specifically, we prove that the Laplace transform is maximally non-compact and not strictly singular.