A polymer is a large molecule (macromolecule) composed of repeating structural units typically connected by covalent chemical bonds.
Proteins (also known as polypeptides) are organic compounds made of amino acids arranged in a linear chain and folded into a globular form. The amino acids,which are universally containing both amine and carboxyl functional groups, in a polymer chain are joined together by the peptide bonds between the carboxyl and amino groups of adjacent amino acid residues. One amino acide can be considered as a unit that protein consists of hundreds of single units. So they are labeled polymers as their another name "polypeptides".
Since there are no repeating units in the lipid structure, they cannot be naturally treated as polymers.