Given a lie algebra $\mathfrak{g}$ over a field $k$, we can define the cohomology groups of $\mathfrak{g}$ as follows:
$$H^n(\mathfrak{g},k):=\mathrm{Ext}_{U(\mathfrak{g})}^n(k,k)$$
where $U(\mathfrak{g})$ is the universal enveloping algebra of $\mathfrak{g}$, and $k$ is the trivial $U(\mathfrak{g})$-module. There is a cup product on $H^*(\mathfrak{g})=\oplus H^n(\mathfrak{g},k)$ which gives it the structure of a graded commutative ring. By functoriality, a map of lie algebras $\mathfrak{h}\hookrightarrow\mathfrak{g}$ induces a ring map on cohomology $H^*(\mathfrak{g})\to H^*(\mathfrak{h})$, which we call the restriction map.
For a group $G$, we may replace $U(\mathfrak{g})$ with $kG$, the group algebra, to obtain group cohomology, and again, a map of groups $H\hookrightarrow G$ induces a ring map on cohomology $H^*(G)\to H^*(H)$. However, in the case that $(G:H)<\infty$, we also obtain a corestriction map $H^*(H)\to H^*(G)$. Corestriction is the composition
$$H^n(H,k)\to H^n(G,kG\otimes_{kH}k)\to H^n(G,k)$$
where the first map is from Shapiro's lemma (this is where we use the finite index condition, so that the induced and coinduced modules are isomorphic), and the second map is induced by the $kG$-module map $g\otimes a\mapsto ga=a$.
I've heard that there is no corestriction map in the lie algebra setting. Is this true? If so, what is the obstruction in trying to define such a map?