Lucifer knew Roxus didn't mean to kick him out. He knew Roxus was now able to stand alone. And it was time for Lucifer to separate himself from Roxus so as not to involve her family in his war against the Gods. But he felt annoyed as it felt like she no longer wanted to have anything to do with him.
Oh, Lucifer knew Roxus didn't mean that. Maybe Roxus would let him go after they got married and settle things. Maybe Roxus would let him go after Lucifer had squeezed all the benefits he could get from her. Perhaps, like this time, she would anger Lucifer with her gentle and understanding words.
Lucifer knew he had Roxus involved. Lucifer knew Roxus would help him with every resource she had. Lucifer knew that woman was making things for his good— But he was annoyed.
