It was not a set play, simply decided by players on the court. Team live with the decision of the ball handler. It's not like they called a timeout to design a double screen or anything, and then Lin just went out to do his own thing, going 1 against 5.
He didn't get the shot off, so obviously it's valid discussion whether a screen would have been better. But really, there was no order from the coach, nor obeying/disobeying Lin.