Kell did not expect cuddling from Lucifer. He did not expect well-meaning platitudes. So he's not surprised or offended at the question. In fact, he did think about it. He did consider several scenarios, and his reactions to them. But there's one factor that he believes makes his situation unique.

"My life is not only my own. Were it so, the answer would have been simple."

Besides Antari are famously difficult to kill. Blood will always protect its own vessel.