Thrown momentarily as Caitlin nudged him, Lucifer recovered and said, "Oh. Right. The detective." And then he launched into his story about meeting Chloe Decker after a friend was murdered, helping her investigate the case, saving her after she got shot, and managing to become a civilian consultant for the LAPD. He talked about how she could resist his powers, confounding him, and how the only time he wasn't immortal was when he was near her which he discovered after yelling at her to shoot him.
"So then if we skip ahead to the good part, we're standing on a beach and I'm telling her every reason she deserves someone better than me, because she does, and all of a sudden she kisses me," he said, still somewhat puzzled by that. "And it was different than anyone, man or woman or demon that I've been with."
Then his expression grew sour. "And then I come to find out that my bastard of a father had quite literally placed Chloe in my life, making her as much of a pawn as any of us, and while she had no idea, I don't think, I was rather angry about it."
He continued the story with how she'd been poisoned, how the recipe for the antidote was in hell with a particular bad guy who'd done said poisoning and so, lacking any supernatural means of returning, he'd literally died and gone to hell for her to retrieve the cure. "After nearly getting stuck down there in my own hell, I was shocked back to life. She got better, I bailed. And then I ended up here," he concluded, "And I just want to be back there."