Sam's expression went sour, but he neutralized it pretty fast. He didn't want to go into detail right then and there. He might have decided to treat her like she really was Jo, but he wasn't going to give up any information until he knew with absolute certainty. But hey, if he and Dean could both come back from Hell, and their grandfather had come back from where ever he'd been, why couldn't Jo come back too? It was a little hard to wrap his head around it, but it wasn't completely out of the realm of his experience.
"We did." Sam found a small, tentative smile. "Lucifer's back in his cage," and that was true. Sam just omitted all the details about just how Lucifer found his way back home. It wasn't a story he wanted to recall, anyway, even though he remembered every single detail. Every one.