I think once the full story is out it'll make more sense. But yeah, it just kinda makes me chuckle when people seem to think Lucifer in the pilot was some devious evil being, he was just meant to be mysterious. But he was always tiny and goofy lol

Therefore the shot of him with the overlords was kind of the proto-type of his position with the Seven Deadly Sins. Besides that, he's meant to be mysterious until we learn more about his personality and issues as the story goes. Which now in series we are starting to see!