"You're rambling," he says, because it's true. Also, he has no idea how she made the leap of logic from the Devil to Santa Claus, because he's fairly certain that they have two very, very different connotations in modern mythology. And he actually exists, as opposed to Santa Claus.

"Daniel is paranoid," he pours himself another drink, and it is... fairly sloppy, "and has poor verbal filters. Did you ever hear the story of how I fell from Grace?"

Because if there's anything that Lucifer likes, it's talking about his own self.