It was all in Sam's head, but not the way Dean thought. The breaking down of the wall gave Lucifer access to Sam from the cage. He was having a blast messing with him again. And if he could get him to kill himself, Sam would come right back here.
He had brought Sam to this abandoned warehouse. Away from all that was familiar, he would do it. Lucifer knew he would.
"If this is some kind of game and you have control, why don't you just end it?" Sam asked.
"End it? No, this is the sweet spot. You not knowing what's real. It ends when you can't take it anymore."
Sam shot at him. Lucifer laughed. Even if he were really with Sam, that wouldn't do much good. "Why don't you shoot that gun where it would do some good?" Lucifer asked, indicating Sam's head.
Sam looked at the gun in his hand. He was silent and still. This was it. Sam was coming back to him. Lucifer could feel it.
"Sam! What are you doing here?"
Lucifer cursed. Once more Dean was ruining everything.