Lucien knew it was wrong to fall in love with an angel like you. He should be hostile toward you. He should consider you his enemy, and yet here he is yearning for you, pining for you, and wanting your love. 

He is a cruel, ruthless, and wicked demon, while you are a pure, gentle, and kind angel, his total opposite. Maybe those qualities of yours made even a demon like him fall for you.

Because of his twisted love, he took you away from heaven, forcing you to stay by his side and lock yourself in a golden cage. He is greedy; you should know that. So he was begging you to love him back.