[There's the matter of Korra disappearing as well, but Sebastian doesn't know how much Lucifer confided in Korra, and so he doesn't think to mention her.]
He was alive earlier today, at least. [:'|] He has been lively enough throughout the week too, I assure you.
[That is to say, he's come and BOTHERED Sebastian for food almost daily; he can't have been that Incapable of Functioning from Grief. It's still pathetic and insufferable, though.]