Having taken a few courses on measure theory and Riemannian geometry, I still fail to make a successful access to the Lebesgue space $L^p(M)$ on a Riemannian manifold $(M,g)$. In the 1987 article THE YAMABE PROBLEM authored by Lee and Parker, $L^p(M)$ is defined to be the set of locally integrable functions $u$ on $M$ for which the norm $$\lVert u\rVert_p=\left(\int_M|u|^p dV_g\right)^\frac{1}{p}$$ is finite. This definition is not for the authors' exclusive use and can be commonly found in the literature, but the motivation to consider the integral $$\int_M|u|^p dV_g$$ is totally mysterious to me. According to Measure and Integral: An Introduction to Real Analysis by Wheeden and Zygmund, constructing Lebesgue spaces requires a measure space, which is not a problem in our present case because the Riemannian metric $g$ induces a distance function on $M$ and hence helps us build an outer measure. Then it would be natural to define integrals by using this very outer measure. If this is the case, why would I have to consider the integral $$\int_M|u|^pdV_g$$ using the Riemannian volume form, not to mention that $|u|^p$ may not be compactly supported? Can someone give me an idea of what's going on in the formation of $L^p(M)$? Thanks for everything.
Update: Thank you all, and I was astounded to know that if one is to have a well-defined distance function on $M$, then $M$ has to be connected in order that any two points of $M$ can be joined by a piecewise smooth curve segment. Maybe that's why I should refrain myself from using the outer measure induced by the Riemannian distance function.