Is it advisable (or even usual) to invite a foreign member of doctoral jury to give a lecture just after the defense? Or is it inappropriate?
I think it is appropriate to invite an academic to give a lecture on their work at any point, provided the invitation is politely conveyed.  Part of politely conveying an invitation is making the invitee feel comfortable declining it.  

I can think of certain situations in which it is arguable that without further personal knowledge of the invitee, the invitation itself exerts an impolite pressure to accept: e.g. if you invite a job candidate to give an "extra lecture."  But I don't see why a foreign jury member would feel compelled to give an extra lecture in this situation.  Unless you know of some specific plausible reason why he would feel pressured to do so, I think it is absolutely permissible to invite him.  Since you are a bit concerned about this, I would mention in the invitation itself that the invitee can freely decline, in a way which suggests that he will not be committing any kind of social error by doing so.  Especially if you know this person, um, in person, I see no problem here.

General tip for dealing with human beings: when possible, try not to assume that they will want to do X or that they will not want to do X.  Develop enough social skills so that you can ask them which one it is.  Of course some exceptions apply...