Lulu remembers agreeing to die. Lulu is a 'child', made completely of darkness, and her life is tied to her King. Her King... he wasn't a very good king. We destroyed the balance, and almost the world with it, because the darkness got too deep. Her King even went mad, for a while. So, we couldn't live. Homurabi-sama agreed to die, and Lulu and the rest would go with him. That's why Lulu can't go back.