"Hope is important." Lucifer won't say why it is, most humans can work out a way to see it as a good thing. It was also bad as it was a tool for torture, but good to keep one going. Even demons needed hope.

Including after those long three minutes of talking, and those drills still not fully stopping, Lucifer closing his eyes as he felt it finally make contact with his skin and... erhhh. Still, "Stay calm." His voice still controlled, even as it start to bite into his head. And there was that hope. That this Lucifer would keep his word, that this was just a taste to prove how much control they had over the sinners here. That even when behaving there was still pain. He would face it head on, not willing to back down no matter how bad it got.

He won't give them the satisfaction. He will play their games by his own rules.