It actually makes sense lads. I'll explain.
So the two men highlighted below are the double pivot.
They sit in front of the back four and protect the area around them so that attacking midfielders in their zone of proximity can't threaten with possession easily, as seen by the lines below showing their available movement.
It also allows the attacking mid - in this instance, Coutinho, to join the attack more frequently without worrying what is behind them.
So, in short, if they played Henderson and Lucas with Coutinho ahead of them, they'd have a strong core to the middle of the pitch which would be difficult to break down and dangerous on the thrust (the selected area below)
Hope that helps lads.