"I want to know what its like. This is new for me." He said propping his chin on her shoulder. He would always be curious---and truth be told if being a turncoat got him what he wanted, Greed would take it. He really picked his own side when it served him best. This is why his fling with Pride didn't hit him the way it did Lust. It was why his current attachment to Zoe was so appealing.
Right now he needed Lust because he was far beyond waist deep in this. He didn't want it over but he wanted to fix it. "I want you on my side." Because the alternative would leave him a hollow shell for her.