I've edited the answer to address the real problems of the question and to shorten it a little bit.
The data you have indicated cannot give an adjunction, the problem being in the supposed counit. The details follows.
The point is the the morphisms $\epsilon \colon M \otimes \mathfrak g \to M$ in order to be the (components of the) counit of the adjunction should be morphism in the category $\mathcal M$, i.e. they should be morphisms of lie algebras.
And that's not possible here's why.
Ofcourse since the action of $\mathfrak g$ over a module $M$ is a bilinear map we can identify the action with a linear map $\epsilon_M \colon M \otimes \mathfrak g \to M$ which is the mapping such that
$$\epsilon_M(m \otimes x) =m \cdot x$$
for $m \in M$ and $x \in \mathfrak g$, what we said until now tells
that $\epsilon$ should satisfy the equality
$$\epsilon_M(
(m \otimes x) \cdot y) = \epsilon(m \otimes x) \cdot y$$
where the action $\cdot$ on the left is the action in the $\mathfrak g$-module $M \otimes \mathfrak g$ while in the action on the right is that in the module $M$.
Now the last equation could be rewritten as
$$m \cdot [x,y] = (m \cdot x)\cdot y$$
that as you said in the question doesn't hold.
So the $\epsilon$ is not a family of morphisms in $\mathcal M$ and so cannot be the counit of an a adjunction.
Just for completeness and to convince you that the property of adjoint functors that you stated, namely that the equality $\epsilon \circ LR(\epsilon) = \epsilon \circ \epsilon_{LR}$, holds I've written a proof below.
A little notation: $F \colon \mathcal X \to \mathcal A$ and $R \colon \mathcal A \to \mathcal X$ are the adjoint functors, $\varphi \colon \mathcal A(L(-),-) \cong \mathcal X(-,R(-))$ is the adjunction and $\epsilon \colon LR \Rightarrow 1_\mathcal{A}$ is the counit.
Now by the properties of adjunction we get that for every object $A \in \mathcal A$
$$\epsilon_A \circ \epsilon_{LR(A)}=\mathcal A(L(1_{R(M)}),\epsilon_A)\circ \varphi^{-1}(1_{RLR(A)})$$
$$\epsilon_A \circ \epsilon_{LR(A)} = \varphi^{-1} \circ \mathcal V(1_{R(A)},R(\epsilon_A))(1_{RLR(A)})$$
$$\epsilon_A \circ \epsilon_{LR(A)} = \varphi^{-1}(R(\epsilon_A))$$
and that
$$\epsilon_A \circ LR(\epsilon_A) = \mathcal M(LR(\epsilon_A),1_{LR(A)}) \circ \varphi^{-1}(1_{R(A)})$$
$$\epsilon_M \circ LR(\epsilon_A) = \varphi^{-1}\circ \mathcal V(R(\epsilon_A),R(1_{LR(A)}))(1_{R(A)})$$
$$\epsilon_A \circ LR(\epsilon_A) = \varphi^{-1}(R(\epsilon_A))$$
this proves the so wished equality.