It's something Daniel told him, once, about one of those impro classes... There is this game. A trust game. You get on a chair then you fall backward, eyes closed...but someone is there to catch you before you ever hit the ground and hurt yourself.
He told him how it was amazing to fall, with a little ping of fear...then there was so many hands holding you. Saving you.
He said how it was soothing and that his mind felt almost younger. As if he had travel in time and found a part of lost innocence. All the class did it, and they laughed and played for hours after that game.
Lucifer smiled of course. And said something stupid and called him Detective Douche. But he also felt an envy, a jealousy he was ashamed of...
Because, he fell, too. But no one ever catched him. He never stopped falling. And every one of his cells is hurting, now.