The fact that Lucifer has her clocked as someone who is stubborn should perhaps not come as a surprise. Still, his evaluation of the circumstances will ring true, Wanda's sure, but she is currently unwilling to allow herself to think too far past the part where Michael doesn't know.

That'll be something she has to deal with later.

"Are you sure? He's a stickler for the rules, even imaginary ones."

And, clearly, Wanda cares far too much about what Michael thinks, at this point.