That seems like part of the problem to me. [if the jail feels nice, why struggle with all your might to leave it? universal constant: no, Lelouch is never going to deal well with prison]
...I'm glad I could make you happy, though. Arriving is literally the least I could do, but you shouldn't have to be here alone. [he has no doubt that Euphie adapted and has made a thousand friends, but he knows it's not the same. he hopes he'll be able to get her back home, but he doesn't doubt it would be a daunting task if he (or some other Lelouch) has been here before and hasn't managed it]