Lucifer was back in the ‘Alternate Reality’, the Apocalypse world.

He wasn’t gonna go, but after he found out you were there, he decided it would be the perfect opportunity to try and bond with you, his kid.

At first, Sam, Dean and Castiel were very hesitant, but you eventually told them it was okay.

You hadn’t had the chance to even meet your father yet, him having been trapped in the alternative world when you were born. Eventually he got out, but at that point, you had entered the world to save Mary.

Sam and Dean told Lucifer it was okay, so he started walking over.