Method 1:
ans = Transpose[
Map[Thread,
D[{f[x, y], g[x, y]}, {{x, y}}] /. {x -> lx, y -> ly},
2],
{2, 1, 3}];
MatrixForm /@ ans
Method 2:
ans = MapThread[
Function[{x, y}, Evaluate@D[{f[x, y], g[x, y]}, {{x, y}}]],
{lx, ly}];
----
*Answer to original question*
Your Jacobian matrix is constant. There's no need to evaluate it at many different points.
JacobianMatrix[{f[x, y], g[x, y]}, {x, y}]
(* {{-10, 0}, {0, 8}} *)
Note a common way to compute the Jacobian matrix is (search for Jacobian the docs for [`D`](https://reference.wolfram.com/language/ref/D.html)):
D[{f[x, y], g[x, y]}, {{x, y}}]