The series' premise is that Lucifer is not the source of evil in the world. People do their own evil, so if Lucifer reconciles, it would not change the level of evil in the world. He is merely the warden of Hell, in charge of supervising the punishment of sinners. It was a job he grew bored with, walked away from, and he opened a night club in LA, which is what Season 1 opens with.
In the series, he's portrayed as a rebellious son, who decided to live of life of the spoiled playboy Prince, and who is overdue to do some growing up, which he finally starts doing in the last season.
I know.
but on a theological basis...