"As I said before, this is not about you. You have no right to dictate what I can and cannot do."

This is about his family and Daniel has no right to interfere in it. When it's Daniel's family that's just been completely wiped off the face of the universe, then he can decide what the proper course of action is.

Lucifer turns from the wreckage of the car, then; this conversation is over.

"Thank you for the coffee," he says, "and you're welcome for the use of everything below your neck."

And he starts walking. He made it this far on foot; he can go a few hundred miles more.