Ever since their conscious uncoupling in March, Chris Martin and Gwyneth Paltrow have maintained a close relationship – even after Martin moved onwith actress Jennifer Lawrence.

It’s a bond that may have been tough for Lawrence, 24, multiple sources tell PEOPLE in this week’s issue.

“Everyone jumped the gun with this romance,” says the source. “It is hard for her to understand the feelings between Chris and Gwyneth.”

Another insider confirms that it was Lawrence who ended the relationship – for a couple of reasons.

“She broke it off with Chris,” the insider says. “She was tired of the spotlight on their relationship and she also thought that Chris and Gwyneth were a little too close for comfort. It was an odd situation for her.”

Paltrow, 42, and Martin, 37, recently shared a friendly dinner with kids Apple, 10, and Moses, 8, on Oct. 21, with Martin meeting up with Lawrence later that night.

On Monday – the same day PEOPLE confirmed that Lawrence broke things off with Martin – the Hunger Games: Mockingjay star was spotted stopping by Martin’s Malibu house.

“It was kind of serious but also not really in a sense,” the insider says of the fledgling relationship. “It was really just [Jennifer] having fun and living in the moment, enjoying time with someone she likes, but [Chris and Gwyneth’s] close relationship got to her in the end and she felt like it wasn’t worth it.”

Adds the source: “It’s too early to know what will develop in any of this.”