Endometriosis HAS actually been found in the lungs! It is still considered uncommon, but there is research dating to the 1960s to prove that endometriosis does in fact occur in the lungs.
Dr. Joseph W. Krotec and RN Sharon Perkins write in Endometriosis for Dummies:
“Diagnosing endometriosis in the lungs, or thoracic endometriosis, requires an inquiring mind. Even if you know you have endometriosis elsewhere, you may think that relating it to your lung problems is too far fetched. Thoracic endometriosis can cause many different symptoms, all seemingly unrelated to your pelvis. But suspecting thoracic endometriosis is the first step to diagnosing it, and you may be more likely to make the connection than your doctor, especially after reading this book.” (Read more on pages 110-112).
See also the Ask Dr. Cook Archives, from notable endometriosis specialist and surgeon Dr. Andrew Cook, whereby he addresses the endo in the lungs question.