Wanda, for one, does not fear Lucifer. She'd be silly to feel that way towards him; not even the title of The Devil makes her approach waver. On her end, she's spent a lot of time with Michael, so her mind often strayed to the brother—but she figures they've all been too busy for pleasantries.

She approaches him after he's set himself up on the search team, and she hates that they've still got to wait. Just because a group has managed to escape doesn't mean all of them are out.

—and Wanda wants to find Josselyn.

"You're being really loud," she says, not meaning anything but the noise inside his head. He needs to be clear-headed for this. Angry, yes, but clear-headed. They've taken so many, so many Lucifer is close to. "We're bringing them all back, Lucifer."

No need to berate him on actively ignoring her. She gets it.